1. Prepare Your Workspace and Phyllo Dough:
Begin by preheating your oven to 375°F (190°C). Lightly grease a standard 12-cup muffin tin or spray it with non-stick cooking spray. Unroll your thawed phyllo dough on a clean, dry surface like a large cutting board. It’s crucial to work quickly with phyllo as it dries out fast. Cover the stack of phyllo sheets with a piece of plastic wrap and then place a slightly damp kitchen towel over the plastic wrap. This will keep the dough pliable while you work. Have your melted butter and a pastry brush ready.

2. Create the Phyllo Cups:
Carefully take one sheet of phyllo from the stack and place it on your work surface, keeping the remaining sheets covered. Gently brush the entire surface of the sheet with a thin layer of melted butter. Place another sheet of phyllo directly on top of the buttered sheet and press down gently to adhere. Brush this second sheet with butter as well. Continue this process until you have a stack of 6 buttered layers.

3. Cut and Form the Cups:
Using a sharp knife or a pizza cutter for the cleanest cuts, trim the edges of your phyllo stack to create a neat rectangle. Then, cut the stack into 12 equal squares (a 3×4 grid). Carefully take one phyllo square and gently press it into one of the prepared muffin cups, allowing the corners to poke up artfully. Repeat this process with the remaining 11 squares. You will likely have enough phyllo dough to repeat the entire process and make a second batch of 12 cups.

4. Blind Bake the Shells:
Place the muffin tin in the preheated oven and bake for 6-8 minutes, or until the phyllo cups are a very light golden brown and appear crisp. This initial “blind bake” is critical as it ensures the bottom of the cups will be fully cooked and crispy, not soggy, after you add the filling. Once baked, remove the tin from the oven and set it aside while you prepare the filling.

5. Sauté the Aromatics and Mushrooms:
While the phyllo cups are baking, you can start the filling. Place a large skillet over medium-high heat and add the olive oil. Once the oil is shimmering, add the finely chopped mushrooms. Cook, stirring occasionally, for about 5-7 minutes. The key here is to allow the mushrooms to release their liquid and then for that liquid to evaporate completely, letting the mushrooms become nicely browned. This caramelization process develops a deep, rich flavor. Once browned, add the minced shallot and garlic to the skillet. Sauté for another 1-2 minutes until they are fragrant and the shallot has softened.

6. Wilt the Spinach and Create the Filling Base:
Add the fresh baby spinach to the skillet in batches. It will look like a lot, but it wilts down significantly. Stir continuously until all the spinach has wilted, which should take about 2-3 minutes. Season the vegetable mixture generously with salt, pepper, and the ground nutmeg. Stir to combine, then remove the skillet from the heat to let it cool slightly. It’s important to drain any excess liquid that may have accumulated in the pan to prevent a watery filling.

7. Combine the Filling Ingredients:
In a medium-sized mixing bowl, combine the softened cream cheese, grated Parmesan cheese, crumbled feta cheese, and fresh thyme leaves. Add the slightly cooled mushroom and spinach mixture to the bowl. Stir everything together until it is thoroughly combined and you have a thick, creamy, and consistent filling. Taste the mixture and adjust the seasoning with more salt and pepper if needed.

8. Fill and Bake the Cups:
Spoon the mushroom and spinach filling evenly into the pre-baked phyllo cups. Be generous, filling each cup to the top. The filling will not rise much during baking. Place the filled muffin tin back into the 375°F (190°C) oven.

9. Final Bake and Serving:
Bake for an additional 12-15 minutes, or until the filling is hot and bubbly and the edges of the phyllo cups are a deep, beautiful golden brown. Let the phyllo cups cool in the muffin tin for a few minutes before carefully removing them. This will help them set and make them easier to handle. Serve them warm for the best experience.