In a large bowl, combine the squeezed-dry spinach, feta cheese, cream cheese, garlic, egg, dill, nutmeg, salt, and pepper. Mix until well combined.
Lay out one sheet of phyllo dough and brush lightly with melted butter. Keep remaining phyllo covered with a damp towel to prevent drying.
Cut the phyllo sheet lengthwise into 3 equal strips. Place 1 tablespoon of spinach mixture at the bottom corner of each strip.
Fold the phyllo diagonally over the filling to form a triangle, then continue folding in a flag-fold pattern until you reach the end of the strip. Brush the final edge with butter to seal.
Repeat with remaining phyllo and filling. Brush the tops of all triangles with melted butter.
Preheat air fryer to 350°F. Working in batches, place triangles in a single layer in the air fryer basket, leaving space between each.
Air fry for 10-12 minutes, flipping halfway through, until golden brown and crispy. Serve warm and watch them disappear!