Preheat oven to 425°F. Lightly coat a 24-cup mini muffin tin with cooking spray.
Stir spinach, 1 tablespoon each basil and oil, 1 teaspoon each oregano and lemon zest, garlic, ¼ teaspoon crushed red pepper and ⅛ teaspoon nutmeg together in a medium bowl. Cut 1(8-ounce) block feta into 8 (¾-by-¾-by-3-inch) planks.
Roll 2 puff pastry sheets into 12-by-10-inch rectangles on a lightly floured work surface. Working with 1 sheet at a time, arrange 4 feta planks in a line along a 12-inch edge, leaving a 1½-inch border. Sprinkle half of the spinach mixture evenly over the feta, then tightly roll the pastry into a log, enclosing the feta and spinach mixture. Slice the log crosswise into 12 (1-inch) coins and transfer them to the prepared muffin cups. Repeat with the remaining pastry sheet, feta and spinach mixture.
Beat 1 egg in a small bowl, then brush each roll with egg wash; discard remaining egg. Bake until browned and flaky, about 20 minutes, rotating the pan front to back halfway through. Let rest in the pan for 5 minutes. Transfer to a platter and drizzle with 2 tablespoons hot honey. Garnish with sliced basil, if desired.
