Preheat oven to 200°C or 180°C for fan-forced. Line a baking tray with baking paper.
Cook spinach in a saucepan on high heat, covered, for 3 minutes, until wilted. Set aside to cool. Squeeze out excess moisture with hands and pat dry with paper towel. Chop coarsely. Beat egg yolks and cream together. Add fetta and spinach and season to taste.
Brush one sheet of pastry with butter. Top with another pastry sheet. Cut into four. Place 1 heaped tablespoon of spinach mixture along long edge of one piece of pastry. Fold in sides and roll up to enclose filling. Continue with remaining pastry and spinach mixture to make 12 rolls.
Place rolls on prepared tray, seam-sides down. Brush each roll with remaining melted butter and sprinkle with sesame seeds. Bake for 25-30 minutes, until crisp and golden. Serve piping hot.