Thaw the spinach leaves in a colander and let the liquid drain off. Sieve the flour into a large bowl.
Crumble the yeast into the warm water, add the sugar, and stir for 1 minute until the yeast is dissolved.
Pour the yeast mixture into the flour. Add the salt and olive oil. Knead for 8-10 minutes until the dough is smooth and no longer sticky. Adjust with a small amount of flour or water if needed. Cover with a slightly damp kitchen towel and let rise in a warm place for 1 hour until doubled in size.
Heat olive oil in a pan over medium heat. Peel and finely chop an onion, then sauté for 3-4 minutes until translucent. Squeeze the spinach for 20-30 seconds to remove excess moisture, then add to the onions. Mince the garlic and add to the pan. Dice the ham and grate the pecorino. Mix the ham, pecorino, cream cheese, and spinach mixture together. Season with salt, pepper, and nutmeg to taste.
Preheat the oven to 220°C (428°F).
Knead the dough for 1-2 minutes on a floured work surface. Divide the dough into four equal pieces.
Roll out each piece of dough into a circle. Place a quarter of the spinach filling in the center, fold in half, and press the edges together to seal. Place on a greased baking tray. Brush with egg yolk or sprinkle with cheese if desired.
Bake in the preheated oven for 15-20 minutes until golden brown.
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