Heat oven to 425 degrees F. Place a rack in a shallow baking pan. Coat with cooking spray.
Lay steak on work surface. Starting at a long side, slice steak in half without cutting through all the way. Open like a book and flatten to an even thickness.
In a bowl, combine spinach, feta, bread crumbs, 1 tablespoon of the oil and the beaten egg.
Season steak with 1/2 teaspoon of the salt and 1/4 teaspoon of the pepper. Press spinach mixture onto steak, leaving a 1-inch border. Beginning on a short end, roll up to enclose filling. Tie steak with cotton twine at 2-inch intervals.
Rub steak with remaining tablespoon oil and season with remaining 1/4 teaspoon each salt and pepper.
Heat a large nonstick skillet over medium-high heat. Brown meat on all sides, about 5 minutes total. Transfer steak to prepared rack.
Roast at 425 degrees F for 35 minutes or until internal temperature registers 135 degrees F on an instant-read thermometer. Remove meat from oven; let rest, covered, 10 minutes before slicing.