Preheat oven to 400℉. Line the pie shell with parchment and pie weights and bake for 8 minutes, then remove weights and parchment paper and bake for 4 to 5 minutes longer. Remove from the oven and let cool. Reduce oven temperature to 350℉.
Heat olive oil in a medium saute pan over medium heat and when hot, add sausage and cook until browned, about 2 minutes. Add ham, onion, bell peppers, garlic, paprika, and cayenne; cook and stir for 3 minutes longer.
Combine eggs, mayonnaise and heavy cream in a small bowl and mix well.
Spread the sausage and onion mixture in the bottom of the pie shell. Pour the egg mixture over the sausage mixture and sprinkle the parmesan cheese on top.
Bake for 35 minutes or until a toothpick inserted in the center comes out clean. Let stand for 10 minutes before serving.