Keep your puff pastry in your refrigerator until you are ready to use it.
Add your oil to a medium pan on medium low heat. Once it heats up, add your finely diced green onions and minced garlic. Let it cook for about 3-5 minutes stirring occasionally so that it does not burn.
Add your spinach, fresh dill, and oregano and let the heat soften the spinach. Once most of the water has cooked out of your spinach, turn off the heat and let it cool down.
Preheat your oven to 375F
Roll out your puff pastry and add a thin layer of shredded mozzarella on top of it, making sure to not add too much near the edges. Next, add your spinach mixture evenly on top of your sheet of puff pastry.
Using a microplane or fine grater, zest a lemon over the spinach mixture. You only want to zest the yellow layer, making sure not to grate the white layer. Then, add your feta cheese on top.
Roll up on the long sides of your puff pastry slowly until you form a tube. Cover in plastic wrap and then stick this in the refrigerator for about twenty minutes to help it firm up before you cut it.
Slice the puff pastry into 1/2" slices and then add them to a baking sheet lined with parchment paper.
Mix an egg and 1 tablespoon of water in a small bowl. Using a pastry brush or basting brush and brush a little bit of the egg mixture over each pinwheel. This will ensure a glossy and golden brown color.
Bake the pinwheels for about 18 minutes and remove from the oven.
