FILLING: Mix the feta, ricotta, eggs, scallions, dill, lemon juice, garlic, nutmeg, salt, and pepper together in a large bowl. Stir in the spinach until uniform. (The filling can be refrigerated in an airtight container for up to 24 hours.).
PHYLLO LAYERS: Adjust an oven rack to the upper- and lower-middle positions and heat the oven to 375 degrees.Form the phyllo triangles, using a generous 1 tablespoon of filling per triangle. Spread the triangles out over 2 parchment paper-lined baking sheets. Bake the triangles until golden, about 20 minutes, switching and rotating the sheets halfway through the baking time.