What is the most private way to coinjoin them? Do I send them all at once to Wasabi wallet?
You mentioned they are coming from Coinbase. Who cares how you are directing these funds to your Wasabi wallet? Coinbase can easily and instantly trace your transaction to Wasabi, whether it is in one single transaction or each UTXO separated.
If I was in your shoes, I would first consolidate these UTXOs and bounce them every few days at a random time during the day from an address to another. I am suggesting this only because Coinbase most likely traces what happens with your wallet and maybe they will become suspect of you if they see your coins were Coin Joined.
By bouncing from an address to another, the chances they suspect you become less because at that point they look as if they 'traveled' from wallet to wallet, as in to them it looks like different people may have handled the coins before the actual Coin Join.
Then transfer it to cold storage from there?
A quick heads up. I suggest having an entirely separate cold wallet for Coin Joined Bitcoin. It is enough to mix a Coin Joined UTXO with a non Coin Joined UTXO only ONCE and a lot of your history will be revealed, rendering all the previous efforts of Coin Joins useless and ultimately a waste of time and money.
Keep in mind one thing. Even if you perfectly label all addresses and own both Coin Joined and non Coin Joined Bitcoin in the same wallet, one day you may spend your Coin Joined Bitcoin and not realize in time that you are paying the fees for that transaction using one of your non Coin Joined UTXOs. So once again I suggest, separate your Coin Joined wallet from the rest.