Preheat oven to 200C and line 2 trays with baking paper.
Squeeze as much liquid out of the spinach as you can, then place in a large bowl with the ricotta, feta, egg and lemon zest. Stir to combine, and season.
Cut each pastry sheet in half. Place 1/4 of the spinach mixture down the long side of each sheet. Brush the opposite side with egg, and roll to enclose.
Cut each roll into 6 pieces, and place onto the lined baking trays. Brush the tops with a little more egg, and sprinkle with sesame seeds.