Winter Squash Frittata

Combine both oils in a measuring glass. Whisk egg yolk and garlic in a small bowl. Whisk in 1 tsp. water, then, whisking constantly, add oils, drop by drop at first (do not add too quickly). Whisk until oil is incorporated and aioli holds its shape. Stir in lemon juice; season with salt.
Preheat oven to 300°F. Cut squash in half lengthwise; scoop out seeds (peel if using butternut). Slice crosswise 1/4" thick. Toss squash with 2 Tbsp. oil on a parchment-lined baking sheet and arrange in a single layer. Bake until tender (don’t let them take on any color), 18–20 minutes. Remove from oven; leave oven on.
Meanwhile, combine saffron and 1 Tbsp. hot water in a small bowl. Let sit 1 minute. Whisk saffron and soaking liquid, eggs, and tarragon in a large bowl.
Heat remaining 1/4 cup oil in an ovenproof 10" nonstick skillet over medium. Cook onion, stirring occasionally, until softened (don’t let them take on any color), 10–12 minutes. Add kale and cook, stirring, until beginning to wilt, about 5 minutes. Add reserved squash and toss.
Whisk salt into egg mixture; pour into skillet. Cook, stirring often with a rubber spatula and occasionally pushing away from skillet sides to shape and compress, until beginning to set and turn golden brown on the bottom, about 5 minutes. Press down on frittata to flatten. Transfer to oven; bake 20 minutes. Slide frittata onto a platter and serve with aioli.