Chop and wash spinach and broccoli and steam in a saute pan. Drain and squeeze out excess moisture. Set aside.
Saute onions in olive oil until soft and translucent.
Combine onions, feta, cream cheese, salt, pepper, and nutmeg. Mix in cooked spinach and broccoli.
To assemble Spanokopita, carefully unroll the filo dough leaves. Lay the sheets flat on a counter, and cover completely with a damp towel, as they can dry quickly. Place a large cutting board or prepare a large clean surface next to the filo, and place a single layer of filo on the board. Lightly brush with melted butter or olive oil. Place one more sheets on the first, brushing each lightly with oil, and covering the sheets each time a sheet is removed. Slice sheets with a sharp knife lengthwise to produce two long strips.
Preheat oven to 375°F.
Spoon 1⁄2 cup spinach filling onto lower right-hand corner of one of the strips. Fold corner toward left hand edge to form a triangle, sealing the filling. Continue to roll like a flag to the end of the strip until you have a triangle Spanakopita. Brush the outside lightly with butter or oil, and place on a lightly oiled cookie sheet. Make as many as you can until filling is used.
Bake for 25 to 30 minutes until lightly golden browned.