For the dough, combine the flour, salt, and cayenne in a large mixing bowl. Add the shortening and, using your hands, work it into the flour until the mixture resembles coarse crumbs. Add enough water to make a smooth ball of dough and mix until the dough comes away from the sides of the bowl. Form the dough into a ball. Cover the ball with plastic wrap and refrigerate for at least 1 hour.
Remove the dough from the refrigerator and let it sit for about 5 minutes. Lightly dust your work surface with flour. Roll the dough out to a 12-inch circle about 1/4 inch thick. Fold the dough into fourths and place in a 10-inch fluted quiche pan. Unfold the dough and press it, using your fingers, firmly onto the bottom and sides of the pan. Roll a wooden rolling pin over the pan to cut off the excess dough. Prick the bottom of the crust all over with a fork.
To make the filling, melt the butter in a medium-size sauté pan over medium heat. Add the onion, bell pepper, garlic, 1 teaspoon of the salt, and 1/4 teaspoon of the cayenne, and cook, stirring, for 4 minutes. Add the shrimp and cook, stirring, for 2 minutes. Remove from the heat and let cool.
In a medium-size mixing bowl, whisk together the heavy cream, eggs, the remaining 3/4 teaspoon salt, the remaining 1/8 teaspoon cayenne, the Tabasco, Worcestershire, chives, and Parmigiano-Reggiano cheese. Spoon the shrimp mixture into the pastry shell. Sprinkle the white cheddar cheese over the shrimp. Pour the cream mixture over the cheese. Place in the oven and bake until the center sets and the top is golden brown, about 55 minutes. Remove from the oven and cool for 5 minutes on a wire rack before slicing to serve.
Yield: 8 servings