Bring a large pan of salted water to the boil. Add the sliced leeks and shredded cabbage and cook for 2-4 minutes until tender – stir in the kale as well with 1 minute to go. Drain the greens into a large colander and leave sitting in there to lose as much liquid as possible.
Wash the spinach, then put in a large pan with a lid over a low-medium heat. Cook, squashing down occasionally, for a few minutes until wilted. Tip into the colander too and use your hands, or the base of another bowl, to squeeze as much water as possible out of the spinach and other greens. Finally, pat dry with kitchen paper.
Leave the greens until cool, then tip into a mixing bowl with the lemon zest and egg. Crumble over the feta, grate over a good amount of nutmeg with some salt and pepper, then stir together to mix thoroughly. Preheat the oven to 180°C (160°C fan oven) Gas Mark 4.
Lay two sheets of filo out on your worktop, overlapping slightly at the narrower ends to make a really long, narrow strip of pastry. Brush all over with some of the oil and sandwich the second two sheets of pastry on top. Spoon the Winter green mixture along one long edge of the pastry strip. Carefully roll up the spinach inside the pastry to make one long sausage.
Starting at one end, roll up the sausage into a spiral shape and slide gently onto a baking tray. Brush with the remaining olive oil, sprinkle over the pine nuts and bake for 35-40 minutes or until golden brown. Delicious warm or cold.