Roll out the pie crust. Roll the pie dough out to between 1/4-1/8th inch into a large round (12-13”) on a lightly floured surface. Lay the pie crust into a 9-inch metal pie pan, pressing it into the edges. Trim any excess, and crimp the edges if desired. Use a fork to dock the pie crust all over and transfer the crust-filled pie pan to the fridge for 1 hour.
Cook the bacon and shallots. Add the diced bacon to a skillet over medium-low heat and cook until crispy. Use a slotted spoon to transfer the bacon to a small bowl and discard all but 1 tablespoon of the bacon fat. Add the sliced shallots and toss well to coat in the fat and season with a bit of salt and pepper. Add the thyme leaves and cook for 10-15 minutes, stirring occasionally until caramelized. Remove the shallots from the heat and set aside.
Preheat an oven to 400 F.
Blind bake the crust. Place the chilled pie pan and crust on a baking sheet. Line the pie crust with crumpled parchment paper or foil and fill with pie weights. Bake for 18 minutes, then gently remove the parchment and pie weights and bake 5 minutes more. Remove from the oven and let the pie crust cool slightly. Note: If you're using a store-bought pie crust in a tin, you don't need to blind bake it.
Reduce oven temperature to 350 F.
Whisk the eggs and cream. In a large measuring cup, whisk together the eggs and cream until very smooth, but not frothy. Whisk in the salt, pepper, nutmeg, and chives.
Build the quiche. Sprinkle half of the cheese over the bottom of the crust and scatter the bacon pieces and caramelized shallots over the top (reserve some bacon pieces for the top, if desired). Pour the egg mixture over the cheese, bacon, and shallots, and use a fork to make sure everything is evenly distributed. Top with the rest of the cheese and any reserved bacon pieces and transfer the quiche on the baking sheet to the oven.
Bake. Bake for 40-50 minutes, or until the egg is puffed on the edges and jiggles ever so slightly in the middle. Remove from the oven and let the quiche cool for at least 1-2 hours before serving.