Preheat oven to 400 degrees F (200 degrees C) and line a 9-inch pie plate with thawed pie crust; refrigerate until ready to fill.
Heat olive oil in a medium skillet over medium high heat. Saute onion and bell pepper for 3 minutes, stirring frequently. Add flour, then cook and stir for an additional 2 minutes. Finally, stir in chicken, salt, nutmeg and pepper and mix well.
Spread chicken mixture over the bottom of the unbaked pie shell, and top with Cheddar cheese and Swiss cheese. In a small bowl whip together the egg beat, milk and sour cream and pour mixture over chicken mixture.
Bake at 400 degrees F (200 degrees C) for 20 minutes, then reduce temperature to 350 degrees F (175 degrees C) and bake for another 30 to 35 minutes, or until a knife inserted into the pie comes out clean.