Preheat oven to 375°F. Thaw frozen spinach. Drain spinach. In a bowl, mix the spinach, feta, garlic, pepper and nutmeg together.
Flour countertop. Lay out puff pastry on floured surface. Flour the top of the dough. Roll out pastry until it’s half as thick and about 24x12 inches. Cut into 3 inch strips crosswise and lengthwise. Make sure the squares are well floured then stack them in a pile. Fill a little dish with water. Imagine square of puff pastry as cut diagonally (diamond shaped). Fill one half of the diamond shape pastry with filling. Fold the bottom half to meet the edges of the top half. Use a fork to seal edges.
Place finished pockets on a nonstick baking sheet. Bake about 15 min or until golden brown and puffy. Serve warm.