Heat the oil in a large skillet or pot. Add the spring onion greens and cook for a minute or so or until fragrant. Add the dill and spinach and cook until the greens are wilted but still verdant. Transfer to a colander over the sink and allow to cool.
While the greens are cooling, preheat your oven to 200C/392F.
Whisk your eggs, then add the yoghurt, seasoning, nutmeg and lemon zest, if you’re using it. Add 3/4 of your finely sliced zucchini and chunks of feta, stir and set aside.
Once the greens are sufficiently cool, wring them out really well with your hands. This will take about 5 minutes, on and off. Make sure you really get in there or else the pie and pastry soggy. Once the spinach is very well wrung out, add it to the egg mixture. Mix to combine, then pour into your pie dish.
Use your hands to flatten the mixture out nicely, pressing down to distribute the egg mixture. Press the remaining zucchini lightly into the mixture to secure. Add the parmesan and walnuts, if you’re using them.
Transfer the pie to the oven for 30-40 minutes or until golden brown and cooked through.
Serve warm or cold. Pie keeps really well in the fridge for a number of days.