Line the pie shell with aluminum foil and fill it with metallic pie weights or dried beans or rice. Bake in a preheated 375F (190C) oven for 15 minutes. Carefully remove the weights and foil and bake until light golden brown, about 10 minutes more.
Meanwhile whisk together the eggs, yolks, milk, cream, sherry, salt, pepper, nutmeg, and cayenne. Toss the crab meat with the chopped chives and spread evenly over the bottom of the hot pie crust.
Add the egg mixture and bake 30 to 35 minutes, until the tip of a knife comes out clean when inserted about 1 inch (3 cm) from the edge of the crust. The center should be slightly liquid but will firm up as it cools.