In a large heavy-bottomed saucepan, combine 10 ounces fresh raw baby spinach and 2 tablespoons water. Cook until spinach is wilted, often stirring , about five minutes.
Drain and cool for at least ten minutes, pressing spinach into a paper towel to blot moisture.
Preheat the air fryer temperature to 375 degrees F, air fryer setting, for 3-5 minutes.
Spray air fryer basket with 1 tablespoon olive oil.
In a large bowl, combine 1/4 cup whole fat ricotta cheese, 1/4 cup feta cheese 2 tablespoons parmesan cheese 1 large egg white, 1 teaspoon dried oregano, 1 teaspoon lemon zest, 1/4 teaspoon salt, 1/4 teaspoon black pepper, and 1/8 teaspoon cayenne pepper.
Add spinach and mix well to ensure all ingredients are fully incorporated.
Spoon the spinach mixture into each of the 1 package frozen phyllo shells until all have been filled.
Set cook time for 10-12 minutes.