Preheat your oven to 200 degrees.
Roughly chop your onion and add to a frying pan with the olive oil. Saute over a high heat for 1-2 minutes, then gradually add the spinach until it is all wilted. Stir in the nutmeg, and season with black pepper. Allow to cool, then squeeze out all of the excess liquid.
Roughly chop the feta and put in a large bowl. Add the spinach mix and crack in the egg, then stir to combine well.
Take a large oven proof dish and brush with a little of the melted butter. Lay one of the sheets of filo pastry over the dish and brush with more butter. Repeat until the dish is completely covered with filo, and you have used 4 sheets.
Pile in the feta mix. Spread out evenly, then top with the remaining two sheets of filo pastry. Brush with more butter, then fold the overhanging pieces of filo pastry from the bottom layers over the top, so that it is wrapped like a parcel. Brush with more butter, then bake in the oven for 30-40 minutes until golden brown. Enjoy!