Preheat the oven to 200C, 400F, Gas Mark 6.
Remove any excess water from the spinach and place in mixing bowl together with the spring onions and egg yolk. Season with salt, pepper and nutmeg and blend thoroughly. Set aside.
Remove the rind from the cheese and cut into 8 equal sized cubes. Set aside.
Cut each sheet of phyllo pastry into quarters (16 quarters) and brush with a little melted butter. Cover with a damp cloth whilst you assemble the parcels.
Divide the spinach mixture into 8 portions and place one portion in the centre of one piece of phyllo pastry. Push a cube of Stilton into the centre of the spinach filling so that it is completely surrounded by the spinach mixture.
Fold over the edges of the pastry to form a parcel, then place, seam side down, onto another piece of pastry and fold up to enclose the first parcel.
Brush liberally with melted butter on all sides, place on a baking sheet and cover lightly with damp kitchen paper whilst you make up the remaining parcels. You will end up with 8 parcels in all.
Bake for about 15 minutes until golden brown.
Meanwhile, in a mixing bowl, stir together the yogurt and mint and season with salt and pepper.
To serve - transfer the parcels onto individual serving plates, garnish with watercress and serve the sauce on the side.