Prep. Heat oven to 400F. Line two sheet pans with parchment.
Dry the spinach. Squeeze thawed spinach very well until almost dry.
Make the filling. In a bowl, mix spinach, cream cheese, ricotta, Parmesan, mozzarella, garlic, salt, pepper, and nutmeg until thick and combined.
Cut the pastry. Unfold puff pastry sheets. Cut each into 12 squares (24 total).
Fill. Place 1 heaping tablespoon filling in the center of each square.
Shape. Fold into triangles (or bring corners together for a little bundle). Press edges to seal well.
Egg wash. Whisk egg with water. Brush tops lightly.
Bake. Bake 16 to 20 minutes until puffed and deeply golden.
Serve. Cool 5 minutes, then serve warm with marinara or your favorite dip.