While the kugel is baking, make the aioli: In a small mixing bowl or food processor, whisk or pulse the egg yolks, mustard, lemon juice, cayenne, and garlic until smooth. Working slowly, add 1 teaspoon of the olive oil and whisk or pulse until incorporated. Repeat with 3 additional teaspoons. Once the oil is taking, slowly drizzle in the remaining olive oil, followed by the coconut oil, whisking or pulsing throughout. Once the mixture is thick, season with the salt.