Heat oven to 375°F Coat baking sheet with cooking spray.
Lightly coat a large skillet with cooking spray and cook mushrooms, onion, and garlic over high heat about 10 minutes, or until liquid has evaporated.
Stir in cream cheese, chives, salt, pepper, and nutmeg.
Lay phyllo dough on a clean dish towel and spread mushroom mixture about 1 inch away from short edge of dough. Fold sides over about 1/2 inch and use towel to help you roll it up like a jellyroll. Place roll on prepared baking sheet and coat lightly with cooking spray.
Bake 30 to 35 minutes, or until phyllo is golden brown. Allow strudel to cool 5 minutes before cutting into 12 slices.