Spinach and Feta Rugelach

Name: Spinach and Feta Rugelach
Ingredients: 10 ounces frozen chopped spinach; 2 tablespoons unsalted butter; 1 small onion, finely chopped; Kosher saltand freshly ground black pepper; 2 to 4 cloves garlic, minced; 2 tablespoons all-purpose flour, plus more for dusting; 3/4 cup crumbled feta; 3 tablespoons heavy cream; 1 teaspoon lemon juice; A few shakes hot sauce; One 14.1-ounce box refrigerated rolled pie crusts (2 crusts total) or 2 homemade rounds pie dough; 1 large egg yolk, beaten with a splash of water; Flaky sea salt, for sprinkling