I am not a coffee drinker at all. I can, however see why it would be appealing to others. Not sure about how your custard will get its coffee flavor from, but I would suggest using decaf if you were planning on using actual coffee or espresso. Depending on the amount that you use, if any of the kids get a hold of it, and start running around in circles......
Hmmm... you've got me thinking now. Kahlua and Bailey's kinda sounds decent in a bread pudding. Maybe even with a rum sauce to boot! I might try something like this myself.
Hell, I'd use chocolate iced yellow cake donuts, kahlua, and bailey's, and call it mochaccino (or mocha) bread pudding. The icing from the donuts would give you some nice little chocolate pockets. Obviously, you'd have to back off of the sugar of your custard concoction a little, but this kinda sounds good. Serve it with some cappuccino gelato, or coffee ice cream - drizzle with some kind of thickened sauce with bailey's or rum (or both

,) and dusted with unsweetened cocoa.
We cannot be friends if you do not know the difference between Mayo and Miracle Whip.