
Preheat the oven to 350℉ on the convection setting (if you do not have this setting, use the bake setting) and place an oven rack in the middle. Note: Please refer to video and in-post photos for visual instructions.
To prepare the spinach, thaw it out and then place it in a cheesecloth or two layers of paper towels and wring out all the extra water. Make sure you don't skip this step!
In a medium sized bowl combine together the thawed spinach, mozzarella cheese, feta cheese, plain cream cheese, diced onion, chopped parsley, eggs and black pepper. Mix well to combine.
To make the egg wash, in a medium sized bowl or measuring cup, combine together the melted butter, olive oil, egg and whole milk. Whisk until fully combined.
To assemble, use a 12 by 18 inch sheet pan and brush the bottom with the egg wash. Place 4 phyllo sheets (in layers of 2) on the base of the pan, overlapping them so they cover the full surface area plus overhang on all sides by about 2 inches. Brush these sheets with egg wash until well saturated. Add another two layers and brush them as well. Keep the rest of the phyllo dough covered loosely with a kitchen towel while assembling the borek.
Set aside 2 phyllo sheets to use for the top. Divide the remaining phyllo sheets into two equal groups. Take the first group and tear them into 2 or 3 pieces, and scrunch up the pieces to create pieces of crumpled up dough. Place these pieces loosely in the dish and spread them out evenly. Crumpling the phyllo helps to create air pickets for a lighter borek.
Brush the egg wash with a pastry brush over the crumpled phyllo sheets. Spoon over the cheese and spinach filling and spread out into an even layer. It's fine if the filling ends up flattening some of the crumpled up dough.
Repeat with the remaining group of phyllo dough, tearing and scrunching them and then placing them evenly on top of the filling. Brush with the egg wash as evenly as possible, dolloping it over the layers.
Fold over the overhanging dough and pat down to gently flatten. Place the reserved 2 sheets on top in a smooth, flat layer to cover the surface of the borek, so that it hides the pastry over folds. Tuck the sides into the edges of the pan, and brush the top with the remaining egg wash. Sprinkle the surface with the nigella and sesame seeds.
Using a sharp knife, gently cut the borek into 12 or 15 equal pieces (depending on how large or small you want the pieces). Use a sawing motion to avoid disturbing the phyllo dough too much and to keep the pieces intact.
Place in the oven on the middle rack and bake for 25 to 30 minutes, until the top is golden brown and the filling is heated through. You may broil the top for a few minutes, if required, to achieve a golden colour. Let cool for 20 minutes. Use a sharp knife to gently slice into the pre-cut squares and serve.