Thaw frozen spinach in microwave according to package directions or by running under warm water. Drain spinach, squeezing the excess liquid from it. In a bowl, mix the spinach, feta, garlic, pepper, and nutmeg together.
Flour a clean, dry countertop or other flat working surface. Lay out the puff pasty on the floured surface. Flour the top of the dough. Roll out the puff pastry until it is half as thick (about 1/8-inch) and about 24 by 12 inches. Trim edges to size if necessary. Cut into 3-inch strips crosswise and lengthwise, making 32 (3-inch) squares. Make sure the squares are well floured then stack them in a little pile.
Fill a little dish with some room temperature water. Imagine each square you work with is separated in half by a diagonal. Place a couple teaspoons of filling in the top half. Dip a finger into the water and moisten the edges of the top half with water. Fold the bottom half to meet the edges of the top half. Use a fork to seal the edges.
Place finished pockets on a nonstick baking sheet and bake about 15 minutes until golden brown and puffy. Serve warm.