Wilt fresh spinach in a skillet in batches, cool, then squeeze out all moisture firmly by hand. Chop. (For frozen: defrost fully and squeeze aggressively in a towel until nearly dry, then chop.)
In the same skillet, heat 2 tbsp olive oil over medium heat. Saute scallions 4-5 minutes until soft. Cool.
In a large bowl, combine spinach, scallions, feta, eggs, dill, pepper, and nutmeg. Mix until eggs are fully incorporated. Taste and adjust salt if needed.
Preheat oven to 190C / 375F (fan) or 200C / 400F (conventional). Lightly oil the baking pan.
Layer 5-6 filo sheets in the pan for the base, brushing each one with olive oil as you go. Let sheets overhang the edges.
Spread spinach and feta filling evenly over the base filo.
Layer 6-8 more filo sheets over the filling, brushing each with olive oil. Fold the overhanging base sheets up over the top edges to seal.
Using a sharp knife, score through the top filo layers (not the filling) into squares or diamonds. Brush the surface generously with olive oil.
Bake 40-45 minutes until deeply golden and crisp all over.
Rest 10-15 minutes before cutting through the score lines and serving.