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°F (220°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 to the skillet. 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°F (165°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.