Preheat your oven to 375°F (190°C).
Thaw the frozen spinach completely and place it in a clean kitchen towel, squeezing forcefully to remove every drop of excess moisture.
In a large mixing bowl, combine the squeezed spinach, crumbled feta, whole egg, liquid egg whites, scallions, dill, sea salt, black pepper, and nutmeg.
Lightly brush a small oven-safe baking dish with a tiny amount of the olive oil.
Lay one sheet of phyllo dough into the dish, allowing the edges to hang over, and lightly brush with olive oil.
Place the second sheet of phyllo on top, rotating it slightly to cover more surface area.
Pour the spinach and egg mixture into the center of the phyllo sheets.
Gently fold the overhanging edges of the phyllo dough back over the filling to create a rustic border.
Bake for 30 to 35 minutes until the phyllo is deeply golden and the egg filling is firm and set.
Allow the pie to cool for 5 minutes before slicing and serving.