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Heat oven to 200C/fan 180C/gas 6. Put the lasagne sheets in a large bowl and cover with boiling water. Soak for 5 mins or prepare according to pack instructions. Meanwhile, squeeze as much water as possible from the spinach, then mix with the feta, nutmeg and some seasoning. Drain the pasta, then cut each sheet in half vertically. Spoon 4 tbsp of the filling along the centre of each half, then roll up to enclose. Place in a lightly oiled baking dish.
Mix the olives, capers and tomatoes together in a bowl, season, then spoon over the cannelloni. Sprinkle with parmesan, cover with foil, then bake for 20 mins.