Roll out ten 7-inch squares of puff pastry dough. If using fillo dough, butter one sheet, place a second over it, butter with melted butter and place a third over it, then cut into 7-inch squares.
Clean shrimp, divide each shrimp in half lengthwise. Place 4 halves on each squares.
Wash spinach, pat dry, saute in olive oil 3 to 5 minutes. Divide spinach among the shrimp on the pieces of dough. Preheat oven to 450 degrees.
Mix cheese and seasonings and divide among the pieces of dough. Fold dough diagonally, turn style and seal edges with egg wash. Crimp edges with back of fork, brush top with eggwash.
Bake in preheated oven 10 minutes. Serve plain or with Hollandaise Sauce.
