Method
Wash spinach and remove stems. Heat 1 tablespoon butter in a skillet and add spinach leaves. Cook gently until leaves are wilted. Drain and press out any excess liquid in a sieve, reserving liquid. Chop spinach. Wash mushrooms and separate stems from caps. Set caps aside and finely chop the stems. Heat another tablespoon of butter. Add shallots and chopped mushroom stems. Cook for 3-4 minutes. Stir in chopped spinach. Melt remaining butter in another small saucepan. Stir in flour and cook briefly. Add milk and 1/2 cup reserved spinach liquid. Cook and stir with wire whisk until mixture is thick, about 5 minutes.
Mix sauce with spinach-mushroom mixture. Add cheese, salt, pepper, and nutmeg. Taste and adjust seasoning. With a spoon, fill mushroom caps with mushroom mixture. Set aside. Brush two sheets of phyllo with melted butter and lay one on top of the other. With a sharp knife, divide sheets into 6 sections by cutting in half lengthwise and then in thirds horizontally. Take each square of phyllo and turn it over, unbuttered side up. Brush lightly with more butter and place a mushroom cap in the center. Fold corners toward the center, one after the other in a clockwise direction. Smooth the last flap of phyllo over the top of the mushroom with your hands, gently pressing in place. Repeat. Preheat oven to 400 degrees F. Bake pastries on baking sheet for 15-20 minutes, until golden brown.
Photo and Recipe Courtesy of Whole Foods Market.