Preheat the oven to 400°F (200°C).

In a mixing bowl, combine chopped spinach, ricotta cheese, feta cheese, beaten egg, minced garlic, salt, black pepper, and nutmeg.

Roll out the thawed puff pastry sheets on a lightly floured surface and cut them into squares.

Place a spoonful of the spinach and cheese mixture in the center of each square.

Fold the corners of the squares over the filling and press to seal.

Brush the tops with the egg mixed with water.

Arrange the pastries on a baking sheet and bake for 25 minutes or until golden brown.