Preheat oven to 375 degrees F.
Line two baking sheets with parchment paper or silpat liners. Set aside.
Heat oil in a small skillet over medium-high heat. Add the shallot and sauté until translucent. Add the garlic and continue to sauté until you can smell the garlic. (About 30 seconds). Remove from heat and set aside.
In a medium bowl, add spinach, feta, egg, and nutmeg. Stir to combine.
Add garlic and shallot mixture to the bowl and stir to incorporate all the ingredients. Add a small amount of salt and pepper to taste.
Lay puff pastry squares on prepared baking sheets, leaving about an inch between the squares.
Scoop 1 tsp spinach mixture on the center of each square.
Bring all four corners of the pastry square together over the top of the spinach mixture.
Press the edges of the square together to form a little purse or dumpling-type pocket. Seal by pinching firmly with your fingers.
Brush spinach squares with egg wash.
Bake in the oven for 13-16 minutes or until pockets open slightly and the dough is golden brown and crispy.
Remove from oven and serve warm