Preheat your oven to 375°F (190°C) and line a small baking dish or sheet with parchment paper.
Thaw the frozen spinach completely and squeeze it through a clean kitchen towel or fine-mesh sieve until all excess moisture is removed.
In a medium mixing bowl, whisk together the egg, egg whites, and Greek yogurt until smooth and well combined.
Stir the squeezed spinach, crumbled feta, chopped green onions, fresh dill, sea salt, black pepper, and nutmeg into the egg mixture.
Lay one sheet of phyllo dough on the parchment paper and lightly brush or spray with a tiny amount of olive oil. Layer the remaining two sheets on top, repeating the light oiling between each.
Spread the spinach and egg mixture evenly over the center of the phyllo sheets, leaving a 2-inch border around the edges.
Fold the edges of the phyllo dough over the filling to create a rustic crust, leaving the center exposed.
Bake for 25-30 minutes, or until the filling is set and the phyllo crust is deep golden brown and crispy.
Allow the pie to cool for 5 minutes before slicing and serving.