Set the oven to 180 degrees C Fan (350 degrees F).
Fry spinach until wilted. Leave to cool in a colander to get out the excesses water.
Mix mascarpone, Greek yogurt, lemon zest, olive oil, egg and salt. Whisk until smooth.
Open filo pastry, take out one sheet and put on your work surface. Cover the other sheets to make sure they don’t try out.
Spread your mascarpone mixture on the filo sheet, about 1 1/2 tbsp per sheet. Use the back of your spoon to smooth out the mixture to make it even.
Divide your spinach in to 6 equal piles, and spread out one pile along the longer edge of your filo pastry.
Divide your feta cheese block in 6 equal piles as well and crumble one pile of feta cheese on top of the spinach.
Roll up the sheet away from you until it makes a long roll. Then twirl the long roll from right to left into a rose shape.
Place on a cookie sheet.
Now repeat the filling process with five more filo sheet.
Whisk an egg, brush the Börek roses with the egg and sprinkle with white and black sesame seeds.
Bake your Börek in the middle of the oven for abut 25 minutes or until golden.
Let rest before serving, warm or cold.