Directions for using a deep dish frozen pie crust: Preheat oven to 350°F. Place crust on a baking sheet. Set aside.
Directions for refrigerated or homemade crust: Preheat oven to 375°F. Press crust into pie dish, flute edges as desired. Line with parchment paper and pie weights or beans. Bake for 8 minutes, take from oven and remove parchment and weights. Lower oven temperature to 350°F.
Meanwhile, cook bacon in a large skillet over medium-high heat until crisp. Remove to paper towels to drain, reserving 1 tablespoon drippings. Add shallot to drippings, cooking for 1 minute.
In a medium-size mixing bowl whisk together cream, eggs, salt, pepper, nutmeg and cayenne.
To assemble: Scatter ½ cheese onto bottom of crust. Crumble cooked bacon. Arrange crumbled bacon and shallots over cheese.
Pour custard evenly over bacon. Sprinkle with remaining cheese.
Place into oven and bake for 40-45 minutes
Let stand for 20-30 minutes before slicing.