Lightly grease a 3 quart casserole dish.
In large skillet over medium-high heat, warm oil. Add shallots to skillet and sauté 1 minute. Add chicken strips and cook 5 minutes more, or until cooked through. Season chicken with salt, black pepper and cayenne pepper.
Place a layer of bread cubes in the bottom of the dish. In alternating layers, place chicken, spinach, sundried tomatoes, cheese and bread, ending with a sprinkling of bread on top.
In large bowl, combine eggs, milk, mustard and nutmeg with a whisk. Pour mixture over the casserole, cover and refrigerate 4 hours or overnight.
Preheat oven to 350 F. While oven heats, remove casserole from refrigerator and warm to room temperature. Place casserole in oven and bake 35 – 40 minutes, until golden brown on top. Remove from oven and cool 5 minutes before serving. Serve hot or at room temperature.