Preheat oven to 425 degrees F (220 degrees C).
Roll pie dough to fit a 9 inch pie plate. Place bottom crust in pie plate and chill for at least 20 minutes before baking. Line the chilled pie crust with foil and fill halfway up with dried beans, rice, or baking weights. Bake in the preheated oven for 7 minutes. Remove foil and weights and bake until golden brown, about 5 minutes.
Reduce oven to 325 degrees F (165 degrees C).
Cook prociutto or bacon in a skillet over medium heat until browned and cooked through. Remove from pan to drain. If using prociutto, add some olive oil. If using bacon, blot out some of the oil from the skillet, leaving 1 to 2 teaspoons.
Add shallots or leeks, onion, bell pepper, salt, black pepper, and cayenne pepper. Cook and stir until tender and golden brown, 5 to 7 minutes. Set aside.
Add mushrooms & baby brocolli and cook a few minutes more.
Whisk eggs, egg yolks, cream, and milk together in a large bowl. Add thyme and stir to combine.
Sprinkle 2/3 of vegetable mixture on the bottom of the baked crust. Top with 1/3 cooked prociutto or bacon and 2/3 cheese. Ladle in egg mixture carefully. Sprinkle with remaining vegetable mixture, remaining prociutto or bacon, and remaining cheese.
Bake filled quiche in the preheated oven until browned and set, and no longer jiggly in the center, 40 to 45 minutes. Allow to cool slightly before serving.
