01 - Lightly grease a 9x13-inch baking dish to prevent sticking.
02 - Scatter half of the English muffin pieces evenly across the bottom of the dish. Layer half of the diced Canadian bacon over the muffins. Repeat the process with the remaining muffins and bacon.
03 - In a large mixing bowl, thoroughly whisk together the eggs, whole milk, Dijon mustard, salt, and black pepper until fully combined.
04 - Pour the egg custard mixture evenly over the layered muffins and bacon. Cover the dish tightly with plastic wrap and refrigerate for a minimum of 2 hours, ideally overnight, to allow the bread to fully absorb the liquids.
05 - Preheat the oven to 350°F. Remove the casserole from the refrigerator and let it stand at room temperature while the oven preheats.
06 - Bake the casserole uncovered for 40 to 45 minutes, or until the center is fully set and the top is golden brown. If the top begins to brown too rapidly, loosely tent it with aluminum foil.
07 - While the casserole bakes, set a heatproof bowl over a saucepan of barely simmering water to create a double boiler. Add the egg yolks, lemon juice, Dijon mustard, and cayenne. Whisk constantly for about 2 minutes until slightly thickened. Slowly drizzle in the melted butter while whisking vigorously until the sauce is thick and glossy. Season with salt to taste.
08 - Remove the baked casserole from the oven. Drizzle the warm hollandaise sauce generously over the top. Garnish with finely chopped chives and a dusting of paprika. Serve immediately.