Preheat the oven to 200 degrees F.
Place the torn bread on a baking sheet. Dry in the oven for 1 hour.
Increase the temperature of the oven to 225 degrees F.
Heat a grill pan or griddle over medium-high heat and coat with 3 tablespoons of the olive oil. Season the leeks with salt and pepper. Place on the grill, cut-side down, and cook until tender and slightly charred, 4 to 5 minutes per side. Cool slightly and then slice the leeks into 2-inch pieces and set aside for later use.
Heat 3 tablespoons of the olive oil in a large skillet set over medium-high heat. Add the mushrooms, season with salt and pepper and cook until tender, 8 to 10 minutes. Set aside for later use.
In a large bowl whisk together the heavy cream, milk, 1 1/2 teaspoons salt, 1 teaspoon pepper, the nutmeg, cayenne and egg yolks until combined.
Heat two 9-inch cast-iron pans over medium heat, and add 3 tablespoons of the olive oil to each pan and swirl around. Place the gruyere, prepared bread, leeks, mushrooms and egg mixture nearby, because you need to work quickly from here.
When the oil begins to shimmer, evenly distribute the gruyere, bread, leeks and mushrooms between the two pans. Split the egg mixture evenly between the two pans; you should hear a light sputtering, this will form the crust. Transfer the two pans to the oven and cook for 45 minutes, checking every 10 minutes; to test for doneness, insert a chopstick or cake tester in the center, it should still be moist, but not raw.
Preheat the broiler.
Top the frittatas with the feta and broil until the feta browns slightly. Rest the frittatas for 10 minutes, then slice and enjoy. Alternatively, cool the frittatas completely and serve them later. Whether warm or at room temperature, serve the frittatas with hot sauce.
This recipe was provided by a chef, restaurant or culinary professional. It has not been tested for home use.