Chop onion, cook in hot skillet 2-3 minutes, until starting to soften. Add garlic and cook until aromatic. Add lamb, salt, pepper, cumin, and oregano; cook until lamb is done. Drain fat. Set aside.
Steam or blanch spinach until wilted. Squeeze as much moisture as possible out. Finely chop.
Heat oven to 400F.
Combine lamb mix, spinach, cheeses, and egg. Mix well.
Spread out a sheet of dough, then place another sheet along the edge, so you have a very long sheet, the length of two sheets. Brush both lightly with olive oil. Add another sheet, and repeat until all 12 sheets are used.
Roll carefully on long side, seam side down. then coil up into a big roll. Place on baking sheet, brush top with oil, and bake for 15-20 minutes, or until golden brown and crispy.