In a medium skillet, cook the breakfast sausage over medium heat, breaking it up as it cooks until no pink remains. Drain on plate lined with paper towels and set aside.
Place a pie crust of your choice (homemade, premade, etc.) in a 9-inch glass pie plate and crimp or shape the edges with a fork. If using a frozen crust, choose a 9-inch deep dish version. Set aside.
In a medium bowl, add the eggs, milk, cream, salt, pepper, and cayenne and whisk to combine and break up the eggs. Set aside.
Sprinkle the cheese evenly into the bottom of the pie crust followed by the sausage then pour over the egg mixture.
Place the quiche on a rimmed baking sheet to catch any spills and bake on the center rack until puffed and gently set, 30 to 35 minutes.
Allow the quiche to sit 10 to 15 minutes before serving.