Preheat the oven to 350 degrees F or preheat the broiler to medium-high. Heat the oil in a 9-inch nonstick ovenproof frying pan over medium heat. Add the pancetta or bacon and saute until golden, then remove with a slotted spoon; set aside. Add the shallots to the pan, lower the heat, and cook gently for about 10 minutes, until soft but not colored. Add the spinach and stir until just wilted, then remove from the heat.
Lightly beat the eggs in a bowl, then stir in the pancetta or bacon, spinach and shallots, grated cheese, nutmeg, salt, and pepper. Put the frying pan back over low heat, pour in the egg mixture, and cook gently, without stirring, letting the eggs set slowly from the bottom up. After about 5 minutes, give the pan a little shake: the bottom half of the frittata should be set, with a layer of wet egg still on top.
Dot the goat cheese over the top. If you're baking the frittata, place it in the oven for 5 to 10 minutes, until just set. Or put the frittata under the broiler, ideally not too close to the heat, for about 5 minutes. Let cool slightly (or completely) before slicing and serving.
Reprinted with permission from River Cottage Every Day by Hugh Fearnley-Whittingstall, copyright (C) 2009. Published by Ten Speed Press, a division of Random House, Inc.