In a skillet over medium heat add the oil. Saute the onions until golden and add the garlic, salt and red pepper flakes, cook for another 2 minutes. Set aside to cool.
In a bowl mix together the feta, Greek yogurt, egg, dill, spinach, parsley and walnuts until smooth.
Fold in the onion and garlic mixture. Set aside and preheat oven to 350°F.
Place the phyllo sheets on a clean working surface and cover with light kitchen towel. Working with 1 sheet of dough at a time, brush top lightly with melted butter, place another sheet on top and brush again with butter.
Using a sharp knife cut the sheets into 4 strips. At each end place a tablespoon of the filling. Fold one corner over filling to form a triangle and continue to fold onto itself until end of dough strip. Repeat with other strips and filling.
Line a baking pan with parchment paper and arrange triangles on top. Brush each with a little of the remaining melted butter and bake for 25 minutes.