Also worth noting, the Kagi assistant is now available to all paid Kagi users. This gives you conversational chat with a few ChatGPT models, Gemini, Llamas, Nova, Deepseek, and other.
No, I was looking in the wrong place in the settings: "search" > "advanced" > "custom bangs". I see now you can assign a bang directly when you make a custom assistant. Very handy!
TIL! I'm a paying Kagi user and I didn't even know this feature existed.