Here's a meatless main dish that's hearty enough for the coldest winter day. Winter greens such as kale, chard, and spinach (your choice) are packed with fiber and feel-good vitamins, yet taste rich and comforting when paired with mushrooms, sweet caramelized shallots, creamy feta, and toasted walnuts.
Carefully lay defrosted sheets of phyllo on waxed paper or parchment on a counter; cover with a damp towel. Set aside.
Warm 2 tablespoons oil in a large skillet over medium-high heat; then add shallots and ¼ teaspoon salt, and cover. Cook 3 minutes to soften shallots; then remove cover, add sugar, and reduce heat to medium-low. Cook, stirring occasionally, until shallots are golden, about 20 minutes.
Meanwhile, pour remaining 2 tablespoons oil into a medium-size skillet over medium-high heat. Add mushrooms and ¼ teaspoon salt. Cook, stirring often, until nicely browned, 10 to 12 minutes. Set aside.
Preheat oven to 375° and set rack to center position. Add greens to skillet with shallots. Increase heat to medium-high and cover. Let cook 2 minutes to soften; then use tongs to turn greens over. Add nutmeg and remaining ¼ teaspoon salt; cook, stirring, until loose liquid is mostly evaporated, 8 to 10 minutes. Add 1 tablespoon butter and stir.
Melt remaining 3 tablespoons butter. Brush a bit of melted butter on the bottom and sides of a bread pan; then lay first sheet of phyllo dough into the pan so that it covers the bottom and then drapes up and over the right side by several inches. (The left side should be uncovered.) Brush gently with melted butter. Lay second sheet of phyllo over bottom, but this time drape it up and over the left side of the pan. Brush with melted butter. Continue laying the rest of the phyllo in the pan this way, alternating sides as you go.
Spoon greens mixture into bottom of pan. Top with mushrooms; top those with feta. Fold phyllo up and over the filling, sheet by sheet, overlapping them as you go. Brush each layer with a little melted butter. Sprinkle top with walnuts. Bake until phyllo is nicely browned, 30 to 35 minutes. Serve warm or at room temperature.