Preheat oven to 240°C or 220°C fan-forced. Line a baking tray with baking paper.
Place flour, beaten egg and combined panko and chives on 3 separate shallow plates. Working with 1 piece at a time, coat avocado wedges in flour, then egg. Roll in panko mixture to coat. Place on prepared tray. Spray with cooking oil spray and season with salt and pepper. Bake for 10-12 minutes or until golden and crisp.
Meanwhile, place extra egg yolks in a bowl. Add sea salt, 1 tablespoon lemon juice and preserved lemon and whisk to combine. Whisking continuously, add oil in a slow, steady stream until creamy and thick (see note). Taste and add a little remaining lemon juice, if necessary. Set aside.
Sprinkle avocado fries and aioli with lemon zest to serve.
NOTE: You could also make the aioli in a small food processor. Add the oil with the motor running. Or use a pre-made aioli mixed with the lemon juice and preserved lemon.
The aioli will store in an airtight container in the fridge for up to a week.
Serving Size 4