Preheat the oven to 350F.
Heat a large deep skillet over medium heat. Add the chopped onion and 2 tablespoons of water. Mix well and cover with a lid. Cook for 1 to 2 minutes until the onion is softened and bright green. Add the spinach and cover again.
Steam the greens, mixing once or twice, until the spinach is soft but still vibrant and green. It will take about 3 minutes.
Place the greens in a colander and gently press with a back of a spoon to squeeze out excess liquid. Then carefully pat dry them with a paper towel.
In a medium bowl, mix the feta, dill, and cooked greens. Set aside.
On a large work surface, place two filo sheets slightly overlapping each other. Generously brush with butter. Place two more sheets on top of them and brush with butter and continue with the rest of the phyllo sheets until you have 1 left. We'll need it to cover the börek before baking.
Spoon the feta filling in a bottom, forming a snake-shaped line from one end to another. Fold the bottom over the feta mixture and roll into a snake shape. Then roll the pastry into a snail shape.
Line 8-inch round baking dish with parchment paper. Place the borek into the biking dish and cover with the last phyllo sheet; tuck the end under the pastry.
Brush the pastry with the egg and sprinkle with sesame seeds.
Bake on a medium rack for 25 to 35 minutes, or until crispy and golden.
Remove your börek from the oven and let cool for 15 minutes before slicing.