1. Preheat oven to 450℉. Thaw the broccoli in a colander by running cold water of it. Then set it aside on a kitchen towel to dry a little. Then, thaw the spinach in a colander by running cold water over the spinach. Once thawed, put the spinach in a clean kitchen towel and squeeze the excess water out of the spinach or push the moisture out through a sieve.
2. Mash the goat cheese, cottage cheese and feta in a bowl with a fork until uniformly mixed. Add the salt, pepper and lemon zest. Scoop out 1/3 of the cheese mix to set aside. The other 2/3 will be mixed with the spinach, broccoli, dill and onion.
3. Finely chop the broccoli and the dill. Slice and mince 1/2 the onion. If the spinach is whole leaf then chop the spinach as well. Stir the broccoli and spinach into the cheese mixture. Set the mixture aside and prepare your pastry.
4. Roll the pie crusts out slightly so they are about 1/8 inch thick. Trim the sides to make approximately a 9-10-inch square. Do not worry if your measurements are off as long as you have a rectangle or square-like shape. You can keep the trim to roll out again later. Cut the dough into 3-inch squares or whatever looks even. You will have about 9 squares per pie dough.
5. With a knife you can score diagonally across the square (or just eyeball it). Then cut a triangle window out of one side of the square with at least a 1/2-inch border. Carefully pull the uncut side of the square over onto the cut side and push along the middle crease. Then flip the dough over so you’ll have a triangle cutout on top of a triangle of dough.
6. With a fork, press down along the edges of the triangle to crimp the dough. Fill each pastry cutout with a small spoonful of just the cheese mixture and then a larger spoonful of the spinach, broccoli and feta mixture piled high in the center. You can pinch the edges to fill out the corners of the triangle.
7. Brush the sides of each hamentaschen with egg and sprinkle with nigella seeds (optional). Bake for 20-25 minutes until the pie crust is a light golden brown.