Preheat your oven to 400°F. If using a frozen crust, let it thaw for about 10 minutes until soft. Prick the bottom and sides with a fork and place on a baking sheet. Blind bake for 10-15 minutes until lightly golden. Remove from oven and lower the temperature to 325°F.
In a medium skillet over medium heat, cook the diced bacon until crisp, about 10 minutes. Transfer the bacon to a paper towel-lined plate. Leave about 1 tablespoon of the bacon fat in the pan and add the chopped onion. Sauté over medium-low heat for 3-4 minutes until soft and fragrant. Remove from heat.
In a bowl, whisk together the eggs, heavy cream, salt, pepper, cayenne pepper, and ground nutmeg until well blended.
Spread the cooked onions evenly in the pre-baked crust. Sprinkle the crisp bacon and shredded Gruyère cheese evenly over the onions. Pour the egg and cream mixture over the top.
Place the quiche on a baking sheet and bake at 325°F for 45-55 minutes, until the custard is set and the top is light golden. Allow the quiche to cool for about 10 minutes before slicing and serving. Garnish with chopped parsley or chives.