Preheat oven to 200°C (400°F) and line a large baking sheet with parchment paper.
In a skillet over medium heat, sauté minced garlic in olive oil for 60 seconds until fragrant.
Add the squeezed spinach and nutmeg to the skillet, cooking for 3 minutes to evaporate remaining moisture; remove from heat and cool.
Stir the crumbled feta cheese and black pepper into the cooled spinach mixture.
Roll the puff pastry sheet into a rectangle on a lightly floured surface.
Spread the spinach and feta filling evenly over one half of the pastry rectangle.
Fold the empty half of the pastry over the filling and press down firmly to seal the edges.
Cut the pastry into 12 strips approximately 2.5cm wide using a pizza cutter or sharp knife.
Twist each strip 3-4 times and place on the prepared baking sheet, pressing the ends down to secure.
Whisk the egg and water together in a small bowl to create an egg wash.
Brush the pastry twists with the egg wash and sprinkle with sesame seeds.
Bake for 18-20 minutes until the puff pastry is golden brown and crisp.