Place pie dough in a 9" deep-dish pie plate. Tuck overhanging dough underneath itself to form a thick edge that is even with the rim; flute the edge, if desired. Freeze crust for 30 min. Put a piece of parchment paper or foil over the pie shell; fill with dried beans or pie weights. Place pie plate on a baking sheet on the center rack of a preheated 400° oven; bake until dough is set (about 15 min.). Remove from oven; remove parchment and beans. Set aside on a rack to cool. Reduce oven temperature to 350°. Meanwhile, in a skillet over medium heat, cook bacon until crisp (about 10 min.). Remove cooked bacon from pan with a slotted spoon; set aside. Discard all but 1 tbsp. bacon drippings. In the skillet used to cook the bacon, sauté shallot in bacon drippings over medium heat until softened (about 4 min.). Return bacon to the pan; keep warm. In a large mixing bowl, whisk eggs with milk; season with salt, black pepper, cayenne and nutmeg. Stir in ½ of the chives; set egg mixture aside. Spread bacon and onion mixture in the bottom of the par-baked crust; top with about ¾ of the cheese. Pour in egg mixture; sprinkle with remaining cheese and chives. Bake quiche on the baking sheet until filling is just set and pastry is golden (about 40 min.); let stand for 10 min. before cutting.
