Thaw the frozen dinner rolls according to the package instructions.

In a skillet, sauté the fresh spinach and shallot over medium heat until the spinach is wilted and the shallot is softened. Remove from heat and let the mixture cool.

In a mixing bowl, combine the softened cream cheese, wilted spinach and shallot mixture, salt, pepper, smoked paprika, and crumbled feta cheese. Mix well until all ingredients are evenly combined.

On a floured surface, take one of the thawed dinner rolls and flatten it down with your hands to make a larger circle.

Spoon a portion of the spinach and cheese mixture onto the center of the flattened dinner roll, leaving some space around the edges.

Sprinkle about 2 tablespoons of shredded mozzarella cheese over the spinach mixture.

Fold the edges of the dough over the filling to form a triangle shape, pinching the edges to seal the fatayer.

Repeat steps 5-8 with the remaining dinner rolls and spinach mixture.

Place the assembled fatayer on a baking sheet lined with parchment paper, leaving some space between each one.

Brush the tops of the fatayer with the whisked egg to create an egg wash.

Bake the fatayer in the preheated oven at 350°F for 25 minutes, or until they are golden brown and the cheese is melted and bubbly.

Once baked, remove the fatayer from the oven and let them cool slightly before serving.