Wash the spinach leaves and wilt in a large saucepan over medium heat. Transfer to a colander, press out the excess liquid, then chop.
Place the olive oil in a frying pan over medium heat. Cook the onion for 4 minutes, or until soft.
Brush a sheet of fillo with melted butter. Top with another sheet and brush with more butter. Repeat with remaining pastry sheets. Place pastry in a 22 cm (8 ½ in) square ovenproof dish, letting some of the fillo sheets overhang the edges and trim any excess.
Combine the spinach, onion, feta, dill eggs, sour cream, nutmeg, salt and pepper and pour into the pastry case.
Bake for 20 minutes or until golden. Serve warm or cold