Preheat your oven to 375°F and lightly grease a small oven-safe baking dish with a tiny amount of olive oil.
Thaw the frozen spinach completely and place it in a clean kitchen towel, squeezing forcefully until all excess liquid is removed and the spinach is very dry.
In a large mixing bowl, whisk the whole egg and liquid egg whites together until they are well combined and slightly frothy.
Stir in the Greek yogurt, crumbled feta cheese, chopped green onions, fresh dill, sea salt, black pepper, and nutmeg.
Add the dry, squeezed spinach to the egg mixture and stir thoroughly to ensure the greens are evenly distributed.
Lay one sheet of phyllo dough into the prepared baking dish, allowing the edges to hang over the sides, and lightly brush with a small amount of olive oil.
Repeat the process with the remaining two sheets of phyllo, rotating them slightly to ensure all sides of the dish are covered.
Pour the spinach and egg mixture into the center of the phyllo-lined dish and fold the overhanging edges of the dough back over the top to partially cover the filling.
Bake for 35 to 40 minutes until the phyllo is deeply golden brown and the center of the pie is firm and set.