Heat your oil in a large skillet on medium. Add in the scallions and saute for 1-2 minutes. Add in the baby spinach (may have to work in two batches) and saute until just wilted. Season with salt and pepper to taste. Remove immediately from pan and allow to drain.
In a large bowl, combine the spinach mixture, dill, feta and mozzarella until incorporated.
Set up your work station, with the beaten egg in one bowl; the parmesan cheese and breadcrumbs mixed in a separate shallow bowl and a large plate with water to soften your spring roll sheets.
Start off by submerging a spring roll wrapper completely in the water bowl for 10-15 seconds. Remove, pat dry and add 3 tbs spinach feta mixture on one side and just roll over, tucking in the sides as you roll. Dip the rolls first in the egg (allowing excess to drip off) and then dredge in the parm-breadcrumb mixture. Preheat your air fryer to 375° F. Working in two batches, spray your rolls with olive oil and air fry for 7 minutes or until golden in color. Remove and sprinkle with chili pepper flakes.