Pre-heat oven to 350deg. Line pastry with parchment paper or alluminium foil, pressing into the corners and edges. Fill at least tw0-thirds with dried beans, or rice. Bake for 15 mis, remove from oven and let cool for few minutes. Carefully remove the parchment paper and weights. Poke the bottom of the pie pan with a fork and return to oven and bake for another 5-10 mins or until lightly golden. Transfer to wire rack to cool while making filling.
Heat oil in a large non-stick skillet over medium high heat. Add shallots and cook until translucent but not brown. Add mushrooms and season with salt and pepper. Cook, stirring frequently until mushrooms first release their liquid and then liquid evaporates and mushrooms are dark golden brown.
Place tart pan on a baking sheet to catch any run-off there might be (especially if you are using a pan with a removal bottom) Sprinkle half the cheese evenly over the bottom of the crust. Spread the mushrooms over the cheese and top with remaining cheese. In separate bowl, whisk together milk, cream and eggs. Season with nutmeg, salt and pepper. Pour over cheese. Transfer to oven and bake until just set in the centre - 30 mins. Cool on wire rack before slicing