Fry bacon for 5 minutes in a skillet. Pour off half the fat. Add onion and mushrooms and cook until onion is soft. Turn contents of the skillet into the pastry shell and sprinkle with cheese. Pour a mixture of eggs, milk, salt, pepper and nutmeg over cheese. Bake at 350° for 30 to 35 minutes, or until lightly brown. (Test by inserting knife into center of pie. Done when knife has no outstanding material clinging to it.) Pie is of the consistency of baked custard. Serve immediately.