Preheat the oven to 180°C/350°F/gas 4.Defrost 1kg of frozen spinach and squeeze out some of the excess water.Peel and finely slice 2 onions and 2 cloves of garlic, then fry in a large non-stick pan with 1 tablespoon of olive oil for 10 minutes, or until softened and sweet.Stir in the spinach, then add a good grating of nutmeg and finely grate over the zest of 1 lemon. Crumble in 50g of feta cheese and season to taste with sea salt and black pepper.Pick and roughly chop ½ a bunch of fresh flat-leaf parsley (15g) and ½ a bunch of fresh dill (15g), then stir half into the spinach mixture.In a bowl, whisk the remaining 50g of feta with 200g of natural yoghurt and 4 large eggs until well mixed.Working one at a time, lay a sheet of filo pastry on a clean worktop, brush with a little olive oil and spread with a little spinach mixture. Roll into a long sausage shape and place in a 30cm x 40cm baking dish. Repeat until all the filo (275g in total) and spinach is used up and the baking dish is filled with neat rows of filo.Pour over the egg mixture, brush with olive oil, then finely grate over 10g of Cheddar. Bake for 35 minutes, or until golden.Scatter the remaining herbs over the top, and serve.