Place the spinach in a large saucepan without any extra water, cover and cook for 2 minutes until wilted. Drain and squeeze out as much excess water as possible.
Chop the spinach and mix with the feta, nutmeg and parsley in a bowl. Season with pepper (the feta is salty so check before adding salt).
Place 2 sheets of filo pastry on top of one another and brush lightly with oil. Place half the filling at the end of the sheet, then fold over to make a triangle and continue folding until the filling is enclosed. Brush with oil. Repeat to make 1 more parcel.
Place the parcels on a baking sheet and bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 15 minutes until crisp and golden. Serve with tomato and red onion salad.