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. Top with half of the diced Canadian bacon. Repeat the layers 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 completely combined.
04 - Pour the egg mixture evenly over the layered muffins and bacon. Cover the dish tightly with plastic wrap and refrigerate for at least 2 hours, or preferably overnight, to allow the bread to absorb the custard.
05 - Preheat your oven to 350°F. Remove the assembled dish from the refrigerator and let it stand at room temperature while the oven heats up.
06 - Bake the casserole uncovered for 40 to 45 minutes. Check at the 30-minute mark; if the top is browning too quickly, cover it loosely with aluminum foil. The casserole is done when the center is fully set and the top is golden brown.
07 - While the casserole is baking, set up a double boiler with a heatproof bowl over a saucepan of barely simmering water. Whisk the egg yolks, lemon juice, Dijon mustard, and cayenne pepper in the bowl until the mixture slightly thickens, which should take about 2 minutes. Slowly drizzle in the melted butter while whisking constantly until the sauce becomes thick and glossy. Season with salt to taste.
08 - Remove the finished casserole from the oven. Drizzle the warm hollandaise sauce generously over the top. Garnish with freshly chopped chives and a light dusting of paprika before serving immediately.