Puff pastry: Remove from the fridge about 10 minutes before using it. If using frozen pastry, defrost (and roll if necessary) according to the package instructions.
Preheat the oven to 400 degrees Fahrenheit/ 200 degrees Celsius. Line a baking tray with parchment paper.
Vegetables: Wash and chop the spinach. Finely slice the onions and grate the garlic cloves but keep them separated.
Cook: Heat the olive oil in a large pan. Cook the onions for 2 minutes, often stirring, until slightly golden. Add the garlic and stir for a few seconds. Add the spinach, salt, pepper, a few gratings of nutmeg. Stir for about 1 minute until the spinach wilts. Let cool for 2-3 minutes before adding the cheese.
Combine: Crumble the feta with your hand, grate the Parmesan, chop the dill and add them to the spinach. Mix well.
Cut triangles: Unroll the pastry on the working surface. Cut the pastry sheet into 8 even pieces.
Fill parcels: Divide the spinach feta filling between the pastry pieces and press the filling with the spoon to spread it a little on the dough.
Egg wash: Mix the egg and the milk in a small bowl. Brush the edges of the parcels with some of the egg wash.
Form parcels: Fold the other side of the dough over the filling to make a triangle, pressing down gently to seal the edges. Crimp the edges with a fork. Carefully place the parcels on the baking tray.
Brush them with egg wash and sprinkle them with sesame seeds.
Bake for about 20 minutes or until golden brown.
Rest on the baking tray for about 3 minutes, then transfer them carefully to a wire rack (use a spatula).