Unroll the refrigerated pie crust and gently press it into a 7-inch round cake pan or pie dish that fits inside your air fryer. Trim any overhanging dough and press the edges against the sides of the pan. Use a fork to prick the bottom of the crust several times to prevent puffing.
Preheat the air fryer to 320 degrees F. Place the crust-lined pan in the air fryer and bake for 5 minutes, just until it begins to look dry and slightly set. Remove and set aside.
In a medium bowl, whisk together the eggs, heavy cream, whole milk, salt, black pepper, and nutmeg until thoroughly combined and smooth.
Scatter the crumbled bacon, shredded gruyere cheese, and diced red onion evenly across the bottom of the par-baked crust.
Carefully pour the egg mixture over the filling ingredients. Sprinkle the chopped chives on top. Do not overfill - leave a small gap below the rim of the crust.
Place the quiche in the air fryer and cook at 320 degrees F for 22 to 26 minutes, until the center is just set and a knife inserted near the middle comes out clean. If the top begins to brown too quickly, cover loosely with a small piece of foil for the last few minutes.
Remove the quiche carefully and allow it to cool for at least 10 minutes before slicing. This resting time lets the custard firm up for clean slices.