Make the dough by stirring yeast, sugar, and warm water in a small bowl. Let stand until foamy, about 5 minutes. Place the flour, yeast mixture, and olive oil in the bowl of a stand mixer with a dough hook. Mix until combined, then add salt and butter. Knead on medium speed until smooth and elastic, about 10 minutes.
Cover and let rise until doubled, about 1 hour at room temperature or overnight in the refrigerator.
Prepare the filling by melting butter with a drizzle of olive oil in a skillet. Add onion and cook until golden, 8 to 10 minutes.
Add spinach and cook until wilted, then season with salt, pepper, and nutmeg. Transfer to a bowl, let cool, then stir in mozzarella and feta.
For shaping, prepare one bowl with water mixed with date syrup and another with sesame seeds.
Divide dough into 10 equal pieces, about 130 grams each. Roll each into a flat round, fill the center with spinach mixture, and seal into a log. Shape into a pretzel by rolling so the center is thicker than the ends, then crossing and twisting. Dip each pretzel in the syrup water, then coat with sesame seeds. Arrange on a parchment-lined baking sheet. Cover and rest for 25 minutes.
Bake in a preheated 350°F/180°C oven until golden, about 30 minutes. Serve warm.