Preheat oven to 375ºF and place pie dough in a 9-inch pie plate; set aside.
In a non-stick skillet, add chopped bacon. Turn the heat on medium and render the fat slowly. Cook for 10 minutes or until crispy.
Using a slotted spoon, transfer the bacon to a bowl and set aside.
Melt butter and add onions; sauté for 1 minute. Add peppers and sauté for 1 minute.
Add mushrooms, toss to coat in butter and season with freshly ground black pepper; stir constantly for 2 minutes. Let them cook for 8 minutes.
Add garlic and thyme; sauté for 1 minute. Remove from the heat and set aside.
In a large bowl, combine beaten eggs, heavy cream, cheese, parsley, paprika, and nutmeg. Whisk until blended.
Add the bacon and mushroom mixture to the eggs; stir to mix.
Pour mixture into the prepared pie plate and spread evenly; cover the edges with crust shield.
Transfer to the preheated oven and bake for 50 to 60 minutes or until a cake tester inserted in the center comes out clean.
Remove from the heat and let it rest for 7 to 8 minutes before serving.