In a medium pan over medium heat, sauté the onion in olive oil until translucent.
Add the kale to the onion and turn the heat down to low. Cover and let it cook for a few minutes or until the kale starts to wilt. Remove from heat and allow to cool.
Preheat the oven to 190C.
In a large mixing bowl, add the eggs, flour, and baking powder. Give it a whisk. Season with freshly grated nutmeg, black pepper and Parmesan cheese. Add the toasted walnuts, crumbled feta cheese and sautéed kale with onion. Combine everything well together.
Line a baking pan with parchment baking paper.
Start assembling the kale triangles: Place a sheet of phyllo pastry on a clean working surface. Brush the pastry lightly with melted butter. Fold the sheet into thirds lengthwise. Add 1 Tbsp of the filling in the bottom left corner of the pastry. Start folding towards right, then left. Continue folding until you have a triangular-shaped pastry. Brush the top with butter and place seam-side down on the baking pan. Repeat process until all filling is used up.
Bake for 20 to 30 minutes, until golden. Serve right away!