Preheat oven to 350 degrees. In a bowl, blend the feta and mozzarella cheese with the beaten eggs. Add the chopped herbs, season with pepper and nutmeg and stir well to mix.
Cut the sheets of pastry into four rectangular strips approximately 3 inches wide. Cover all but one or two strips with a damp cloth to prevent them from drying out.
Brush on strip of pastry at a time with a little melted butter. Place 1 teaspoon filling at the bottom edge. Fold one corner over the filling to make a triangle shape. Continue folding the pastry over itself until you get to the end of the strip. Keep making triangles until all the mixture is used up.
Place the boreks on a greased baking sheet and bake in the oven for about 30 minutes or until golden brown.