Preheat the oven to 400ºF. Add the butter and garlic to a skillet and sauté over medium heat for about one minute. Whisk the flour into the melted butter and continue to cook and stir for about two minutes. The butter and flour should form a paste that will foam and bubble as it cooks.
Whisk the milk into the butter and flour mixture until there are no lumps. Stir in the salt, nutmeg, and some freshly cracked pepper (about 10 cranks of a pepper mill).
Allow the milk to come to a simmer, whisking often, at which point it will thicken to a gravy-like consistency. Whisk in the grated Parmesan until it has melted. Add the frozen chopped spinach (no need to thaw) and continue to stir and cook until it has heated through (about 5 minutes). Taste the creamed spinach and add more salt if needed.
Use a large spoon to create four wells in the creamed spinach. Crack one egg into each well. It’s okay if the whites run outside of the wells. Sprinkle the crumbled feta over the entire skillet.
Bake the spinach and eggs for about 15 minutes in the preheated 400ºF oven, or until the whites are mostly set. Spoon the creamed spinach and an egg into a bowl and serve as is or with toast for dipping.