Preheat your oven to 350°F (175°C).
Heat olive oil in a small skillet over medium heat. Add the chopped onion and cook for 3-4 minutes until softened. Add the thawed spinach and cook for another 2 minutes, stirring occasionally.
Transfer the spinach mixture to a colander and press out as much liquid as possible with the back of a spoon. If it's still wet, wrap it in a clean kitchen towel and squeeze firmly.
In a separate bowl, whisk one egg until the yolk and egg white are combined. Crumble in the feta. Now add the onion-spinach mixture, season with black pepper and stir until all of the ingredients are completely combined.
Unroll your thawed puff pastry sheets and cut each into roughly 4-inch squares.
Fill each square with approx. 1 tbsp of spinach feta mixture. Fold over the sides to create a triangle shape. Press the edges of the triangle with a fork.
Whisk the other egg in a separate bowl and use a brush to coat the triangles with the egg mixture.
Place the spinach and feta parcels on a lined baking tray and bake for approx. 20 minutes until golden.
Leave to cool before serving. Serve at room temperature.
