To prebake pie shell: Preheat oven to 400°F (200°C). Line frozen shell with foil (making sure edges are covered) and fill with pie weights or dried beans. Bake 10 to 15 minutes or until edges are lightly browned. Place on cooling rack, lift out foil and pie weights and cool.
Decrease oven temperature to 375°F (190°C).
In small skillet, melt butter over medium heat. Add onion; cook, stirring occasionally, until softened, about 3 minutes. Cool slightly and spread over base of pie shell. Sprinkle with half of the cheese, then add bacon and sprinkle remaining cheese on top.
In large bowl, whisk eggs, cream, salt and pepper. Whisk mustard, nutmeg and cayenne into egg mixture and pour over filling. Bake for 30 to 35 minutes or until filling is set.
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