Preheat the oven to 400°F (205°C). If using a frozen pie crust, allow it to thaw at room temperature for approximately 10 to 15 minutes. Once thawed, prick the base of the crust with a fork. Line the crust with parchment paper and fill it with dried beans or pie weights. Place the crust on a baking sheet and blind bake for 10 minutes.

Remove the crust from the oven, carefully discard the parchment and weights, and reduce the oven temperature to 325°F (160°C). Set the crust aside to cool slightly.

Place the chopped bacon in a cold skillet. Set over medium heat and cook until the fat begins to render, approximately 5 minutes. Add the chopped shallots and cook, stirring frequently, until the bacon is crisp and the shallots are tender. Remove from heat and allow the mixture to cool.

In a large mixing bowl, whisk the eggs until smooth. Add the heavy cream, salt, black pepper, nutmeg, and cayenne (if using). Whisk until fully incorporated.

Evenly distribute the bacon and shallot mixture into the pre-baked crust. Sprinkle the Gruyère and Parmesan cheese over the filling. Gently pour the egg mixture into the crust, optionally straining it through a fine mesh sieve for a smoother texture.

Return the quiche to the baking sheet and bake in the preheated oven for 45 to 50 minutes, or until the filling is set and lightly golden on top. A slight jiggle in the center is acceptable, as it will firm up while cooling.

Allow the quiche to rest for at least 15 minutes before slicing. Garnish with freshly chopped chives if desired. Serve warm or at room temperature.