Line your two trays with baking paper and preheat your oven to 210 degrees.
Place the ricotta, feta cheese, grated parmesan cheese, baby spinach leaves, 1 egg, nutmeg and salt and pepper into a large bowl and stir until all of the ingredients have combined.
Break the extra egg into a small bowl and lightly whisk.
Place the partially thawed pastry sheets onto your bench and cut in half lengthways. Brush one edge of the pastry with a little of the egg before using a spoon to add an approximately 3cm wide line of mixture down the centre of the pasty.
Roll the pastry (starting from the edge without the egg) to enclose the filling.
Slice the Spinach and Three Cheese Rolls into four equal parts and brush with a little more of the beaten egg and sprinkle with sesame seeds if desired.
Repeat process until all the pastry and Spinach and cheese mixture has been used.
Place the Spinach and Three Cheese Rolls into the oven to cook for 25 minutes or until the pastry is golden and crispy.