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Heat oven to 190C/fan 170C/gas 5. Place spinach in a pan and stir over a high heat until wilted. Strain, squeeze out as much liquid as possible, then roughly chop.
Heat oil in a frying pan, sauté shallot until softened. Add walnuts, then fry for 2-3 mins. Remove from heat, stir in spinach, cheese, nutmeg, cream and seasoning.
Mix walnut oil with butter. Brush a thin coating on a piece of pastry. Place another piece on top with corners at a different angle, brush with the butter and repeat with one more piece. Place a spoonful of spinach mix in the centre, bring up corners of pastry and pinch in the middle to form a parcel. Repeat to make remaining parcels, then transfer to a greased baking tray. Brush parcels with remaining butter and oil. Bake for 20 mins until golden.