1. Make sure you take the phyllo dough out of the freezer several hours early to defrost.
2. Preheat the oven to 350 degrees F.
3. Heat the olive oil in a large saucepan, add onions and stir for a few minutes until it becomes translucent.
4. Add the spinach and some salt and pepper, cover and cook on medium heat until the spinach is wilted, stirring occasionally.
5. Strain the mixture in a colander to remove excess liquid.
6. Once it has cooled down a bit, use your hands to squeeze out more of the remaining water, then chop up the mixture with a knife.
7. Combine the spinach mixture with the feta and chopped parsley in a bowl, then stir in the egg and the nutmeg, remaining salt and pepper and optional lemon juice for a brighter taste.
7. At this point have the butter melted in a small bowl.
8. Unroll the thawed phyllo (keeping it under a damp towel or cloth to prevent it from drying out and becoming brittle)
9. Brush an 8x12 baking pan with the butter, then begin layer 4 sheets of phyllo on the bottom, brushing butter between each layer. The sheet should cover the bottom and sides, overlapping the edges of the pan a bit.
10. Evenly fill with the spinach mixture, then cover with an additional 4-5 sheets of phyllo, be generous with the butter, particularly on the top sheet
11. Bake for 30 minutes at 350 degrees F, until the phyllo is golden brown.