Preheat your oven to 400°F (200°C) and prepare a baking sheet with parchment paper.

In a skillet, heat olive oil and sauté fresh spinach for 3-4 minutes until wilted. Stir in minced garlic, season with salt, pepper, and nutmeg, then remove from heat and let cool.

In a mixing bowl, combine sautéed spinach with crumbled feta. Mix well.

Roll out puff pastry sheets on a floured surface, then cut into 1-inch wide strips.

Place about one tablespoon of filling at one end of each strip, twist the pastry around the filling, and seal.

Whisk together the egg and milk for the egg wash, then brush each twist before baking.

Bake in the preheated oven for 15-20 minutes until golden brown.

Let cool slightly before serving warm.