Preheat the oven to 200C or 220C. Line the large baking tray with baking paper. Set aside.
Heat oil in a large non-stick frying pan over medium heat. Add spring onion, onion, and garlic. Cook for about 5 minutes or until softened. Transfer to a bowl and set aside.
In the same pan, add spinach and cook until wilted. Transfer the spinach into a large bowl and set it aside to cool down.
Once the spinach is cooled, add the onion mixture, feta, mozzarella, dill, lemon zest, paprika, salt, and pepper into the bowl and mix to combine.
Lightly brush one sheet of filo with melted butter. Top with another sheet of filo and brush with a little more melted. Top with the third filo sheet.
Spread spinach mixture evenly along one long edge. Then, roll up into a cylinder. Repeat the same and make a total of four rolls. Join rolls together on a prepared tray to make a coil shape.
Bake for 20-25 minutes or until golden and crisp.
Serve with a bowl of yogurt and olives, garnished with chopped dill and lemon wedges.
