Cover porcini mushrooms with boiling water in a bowl. Let stand for 1 hour. Drain well; chop.
Place half of button mushrooms in a food processor; pulse 8 times or until finely chopped.
Heat oil in a large nonstick skillet over medium heat. Add onion to pan; saute 5 minutes. Add button mushrooms; cook 10 minutes or until mushrooms are tender and liquid evaporates. Stir in porcini mushrooms, oregano, salt, pepper, and nutmeg; cook 2 minutes. Remove from heat. Add cream cheese; stire until cream cheese melts. Stir in parsley.
Preheat over to 375.
Place 1 phyllo sheet on a large cutting board or work surface. (cover remaining phyllo to prevent drying). Cut sheet in half lengthwise; lightly coat with cooking spray. Fold each phyllo piece in half lengthwise to form a 3 1/2 inch wide strip. Spoon a level tablespoon of mushroom misture onto 1 short end of each strip, leaving a 1-inch border. Fold 1 corner of edge with 1 inch border over mixture, forming a triangle; continue folding back and forth into a triangle to end of strip. Repeat procedure with remaining phyllo, cooking spray, and mushroom mixture. Place the triangles seam side down, on baking sheets coated with cooking spray. Lightly coat tops with cooking spray.
Bake at 375 for 20 minutes or until golden. Serve warm.