Roll pie dough to fit a (9-inch) deep-dish pie plate. Press into the pie plate and chill in the refrigerator for at least 20 minutes before baking.

Preheat the oven to 425 degrees F (220 degrees C).

Line chilled pie crust with foil and fill halfway with dried beans, rice, or baking weights. Bake in the preheated oven for 7 minutes. Remove the foil and weights and continue to bake until golden brown, about 5 minutes.

While the pie crust is baking, cook bacon in a skillet over medium heat until browned and cooked through, 8 to 10 minutes. Remove from the pan to drain. Blot out some of the oil from the skillet, leaving 1 to 2 teaspoons. Add leeks, onion, salt, pepper, and cayenne pepper; cook and stir until tender and golden brown, 5 to 7 minutes. Set aside.

Remove the pie crust from the oven. Reduce the oven temperature to 325 degrees F (165 degrees C).

Whisk eggs and egg yolks together with cream and milk in a large bowl. Add thyme and stir to combine.

Sprinkle 2/3 of the leek mixture over the bottom of the baked crust. Top with 1/3 of the cooked bacon and 2/3 of the Gruyère. Carefully ladle in egg mixture, then sprinkle with remaining leek mixture, bacon, and Gruyère.

Bake in the preheated oven until browned, set, and no longer jiggly in the center, 40 to 45 minutes. Allow to cool slightly before serving.