1. For the filling sauté the spinach with the cool butter in a pan. Put in a drainer, wait to cool and squeeze as much of the juice as possible. Chop roughly and put in a bowl. Add the crumbled feta cheese, the grated Parmesan, lemon juice and zest, egg+egg white beaten together, the nutmeg and mix well.
2. Preheat the oven to 200 C. To assemble the pie, lay 3 sheets of filo end to end on your work surface, overlapping by 5 cm. Brush each piece with melted butter and top with 3 more sheets, butter again and add the last sheet in the middle for extra support. Spoon the mixture along the edge about 2 cm wide and tuck over the short ends to stop the filling from coming out. Roll the pastry into a long sausage shape.
3. Starting with one end, roll up the sausage into a spiral shape about 20 cm wide. Put the pie in a buttered round pan. Brush with egg yolk and sprinkle with the sesame seeds.
4. Bake for about 40-45 min, until golden. Leave to cool until just warm and serve with salad of your choice.