Preheat oven to 350F
In a skillet over medium heat, add 2 tablespoons of olive oil and sautè the shallots until soft.
Add the spinach and sauté with the shallot for a few minutes.
Add the sicilian spice and nutmeg and sauté for about 2-3 minutes more.
Remove skillet from heat and set aside to cool
In a bowl, add the eggs and beat them.
Grate the feta into the bowl with the eggs, and beat the eggs and feta together.
Add the egg mixture to the spinach and mix well.
On a baking sheet lined with parchment paper, place one sheet of phyllo, and brush the phyllo with olive oil.
Repeat until you have a layer of 6.
Spread the spinach mixture out evenly over the phyllo.
Then cover with a sheet of phyllo and brush with olive oil, and repeat until all the phyllo is used.
Roll in the phyllo hanging over the pan and score only the top sheets with a knife.
Bake for about 30-40 minutes until phyllo is golden brown.
Remove from oven and let it cool for a few minutes.
Cut in pieces.
Enjoy at room temperature or warm.