In a colander, press spinach to squeeze out as much liquid as possible and transfer to a medium bowl. Stir in onion, garlic, ½ cup dill, feta, 1 teaspoon salt, and pepper.
Unroll puff pastry and roll out into 9” x 13” rectangles. Cut each pastry rectangle into six 4” circles with a biscuit or cookie cutter to make 24 circles total. Brush edges of half the circles with egg.
Place ¼ cup filling in the center of every egg-washed circle. Top with remaining pastry rounds. Press edges with the tines of a fork to seal and transfer to an ungreased baking sheet. Bake until golden brown, 15-20 minutes.
While pies bake, in a small bowl stir together yogurt, 2 tablespoons dill, lemon juice, and ¼ teaspoon salt.
Serve pies warm or at room temperature with yogurt sauce.
