Cook fresh spinach in a dry pan 2–3 minutes until wilted, or thaw frozen spinach completely. Wring out all liquid in a kitchen towel. Chop roughly.
Mix cream cheese, feta, garlic, beaten egg, salt, pepper, and nutmeg until smooth. Fold in chopped spinach.
Preheat oven to 400°F (200°C). Line baking sheets with parchment.
Cut each pastry sheet into 3-inch squares (about 10 per sheet). Keep cold.
Place 1 heaped teaspoon of filling in the center of each square. Fold and press edges firmly together. Fork-crimp all the way around.
Brush all exposed pastry with beaten egg.
Bake 15–18 minutes until deeply golden. Rotate pan at 8 minutes.
Rest 3 minutes before serving.