Heat oven to 425 degrees F.
Heat oil in large skillet over medium-high heat. Add onion; cook 4 minutes or until slightly softened. Add garlic and oregano; cook 2 minutes. Add salt, pepper, nutmeg, spinach and basil. Reduce heat to medium; cook until almost all liquid is evaporated and spinach is wilted, about 3 minutes. Add Parmesan, feta and crumbs; cook 1 minute or until cheese melts. Remove from heat.
Unfold 1 of the pastry sheets onto work surface. Cut sheet into 4 equal lengthwise strips, from top to bottom of sheet. Cut each strip crosswise into 6 equal pieces for a total of 24 pieces per sheet.
Lightly roll 1 piece of pastry to form square. Top with heaping 1/2 teaspoon of spinach filling. Brush edges with beaten egg. Fold in half diagonally to form triangle, pressing edges to seal. Transfer to ungreased baking sheet. Cover with damp paper toweling to prevent drying out. Repeat with remaining pastry and filling. (See Note below.)
Bake in 425 degree F oven for 12 to 15 minutes or until lightly golden. Makes 12 servings (4 triangles per serving).
You may freeze triangles, after assembling but before baking. Spread triangles in single layer onto waxed paper, then wrap in plastic wrap or store in airtight container. To bake, do not thaw; simply transfer to baking sheet and bake in 425 degrees F oven for 15 to 18 minutes.