Preheat the oven to 400°F. Line a baking sheet with parchment paper. Heat the olive oil in a large skillet over medium heat. Add the onion and garlic and cook until just softened. Add the spinach and cook, until fully wilted, around 3 minutes.
Remove pan from heat and season lightly with salt and pepper. Stir in the lemon juice and egg yolk. Strain and squeeze out as much liquid as possible then roughly chop. Place spinach in a bowl crumble in the feta and mix.
Cut puff pastry into 6 - 5" squares and place on baking sheet. Spoon equal amounts of the spinach-feta mixture into the centre of each square. Fold the puff pastry over to form a triangle and tightly seal edges with a fork. Brush with the reserved egg white and bake for 20 minutes, or until golden brown.