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Step 1
Heat oil in a large pan over medium heat and saute onions until soft and translucent. Add spinach, salt, and pepper and briefly saute while stirring constantly, 2 to 3 minutes.. Cover and cook until spinach is wilted, 5 to 7 minutes. Remove lid after 5 minutes and allow cooking liquid to evaporate. Remove from stove and cool completely.
Step 2
Chop spinach mixture and combine with ricotta and Parmesan cheese in a bowl. Season with salt, pepper, and nutmeg.
Step 3
Roll out puff pastry sheet and evenly cover with spinach-cheese mixture to within 1/2 inch of the edges. Tightly roll up sheet lengthwise and press edges tightly together. Wrap in plastic wrap and cool in refrigerator for at least 1 hour.
Step 4
Preheat oven to 400 degrees F (200 degrees C). Cover a baking sheet with parchment paper.
Step 5
Slice pastry log into 3/4-inch slices so you have 16 to 22 pinwheels. Lay puff pastry pinwheels in the shape of a Christmas tree. The lowest row should consist of 6 pinwheels the second row 5 pinwheels, etc. If you end up with 16 pinwheels, start with 5 pinwheels in the lowest row. Place the last wheel on the bottom to make the stem. Brush with egg.
Step 6
Bake in preheated oven until wheels are lightly browned and puffed up, 20 to 25 minutes. Decorate with cherry tomatoes for Christmas tree ornaments.