Bring a large pot of water to a boil. Submerge crab legs and cook for approximately 7 minutes. Strain water and set crab legs aside to cool. Remove crab from shells. Chop into bite-sized pieces. Set aside.
While crab legs are cooking, cook bacon in a skillet until almost crispy. Set aside on a paper towel-lined plate and let cool. Crumble into pieces.
Preheat oven to 350 degrees.
In a mixing bowl, crack eggs and whisk. Add bacon, scallions, horseradish, hot sauce, capers, mushrooms, crab and salt. Stir until combined.
Pour into a 12-inch oven-proof skillet. Place a layer of spinach leaves on the top. Press down lightly so that the egg mixture coats the tops of the leaves. Bake for 20-25 minutes until the center is set.
Remove from oven and let cool while making your sauce.
In a food processor, blend avocado, lemon and 1 tablespoon water. Set aside. In a double boiler, whisk egg yolks and 2 teaspoons water while cooking on medium-high. Slowly add butter until sauce starts to thicken. Whisk in avocado mixture until smooth.
Flip frittata on a flat surface. Cut into triangles (as you would a pie). Plate a slice. Garnish with a couple of tomato slices. Drizzle some sauce and top with freshly ground black pepper. Serve with orange slices and champagne (add a few raspberries to your drink for an added garnish!).