Make the dough by combining the gluten free flour, xanthan gum, baking powder, and salt in a bowl. Add the cold cubed butter and work it in with your fingers until it looks like coarse crumbs. Stir in the sour cream and egg until a soft dough forms.
Shape the dough into a flat rectangle, wrap in plastic, and refrigerate for 30 minutes.
Heat the olive oil in a skillet over medium heat. Add the garlic and cook for 30 seconds, then add the baby spinach. Cook for 2 to 3 minutes, stirring, until the spinach is completely wilted. Transfer to a colander, press out as much liquid as possible, and let it cool.
In a bowl, combine the cooled spinach, crumbled feta, softened cream cheese, pepper, and nutmeg. Stir until evenly mixed.
Preheat your oven to 400 degrees F and line a baking sheet with parchment paper. Roll the chilled dough out between two sheets of parchment into a rectangle about 10 by 14 inches and 1/4 inch thick.
Spread the spinach and feta filling evenly over the dough, leaving a half-inch border along one of the long edges. Starting from the opposite long edge, roll the dough up tightly into a log. Pinch the seam to seal.
Using a very sharp edge, cut the log into slices about 1 inch thick. Place them cut side up on the prepared baking sheet, spacing them about 2 inches apart. Brush the tops with beaten egg wash and sprinkle with sesame seeds.
Bake for 20 to 24 minutes until the pinwheels are golden brown and the pastry feels firm and flaky. Let them cool for 5 minutes on the baking sheet before serving warm.