As Neville correctly said they all wore some sort of head covering whether at home or at work with absolutely no exceptions. The goyim also had beards and some sort of headcovering.
Then around 100 years ago the alliance came followed by the zionists and modernized them or made them completely irreligious ,thats when they started to go bearheaded
So the word custom or minhag does not come into this.
The same way you can’t say that the custom or minhag of the teimanim is to shave and not to have beard or peyos, as we clearly see both in pictures and in real life that they all had a beard and peyos