Preheat your oven to 375°F (190°C). Line a large baking sheet with parchment paper. Ensure your spinach is thawed and squeezed completely dry to remove all excess moisture.

In a large skillet, heat the olive oil over medium heat. Add the finely chopped onion and sauté for 4-5 minutes until softened. Add the minced garlic and cook for 1 minute more until fragrant. Remove from heat.

In a large bowl, combine the thoroughly dried spinach, the cooked onion and garlic mixture, crumbled feta cheese, beaten egg, nutmeg, salt, and pepper. Mix well until everything is evenly combined.

Unroll your thawed phyllo dough. Place one sheet on your work surface and brush it lightly all over with melted butter. Layer a second sheet on top, brush with butter, and then a third sheet, brushing it with butter. Cut the 3-layer stack of phyllo lengthwise into 4 long, equal strips.

Place about a tablespoon of the filling at the bottom of one strip. Fold a corner over the filling to create a triangle shape. Continue folding the strip up like a flag, maintaining the triangle shape, until you reach the end. Place the finished parcel on the prepared baking sheet.

Repeat with the remaining filling and phyllo sheets. Remember to keep the phyllo you are not working with covered with plastic wrap and a damp towel to prevent it from drying out.

Arrange the parcels on the baking sheet and give the tops a final brush with melted butter. Bake for 20-25 minutes, or until they are a deep golden brown and crispy. Let cool for a few minutes before serving.