Preheat oven to 375 degrees. In a large mixing bowl, combine feta cheese, mascarpone cheese, egg, and sugar. In a food processor combine spinach, mint, and nuts to make a pesto. Stir pesto into cheese mixture.
Thaw fillo sheets according to directions. Place one sheet on work area, brush with melted butter, sprinkle with sugar and continue until you have 5 layers. Cut those layers into 5 strips. Break up the chocolate bars and put a piece of chocolate at the end of each strip.
Add 1 teaspoon of the cheese-pesto mixture on top of the chocolate. Place another piece of chocolate on top of the cheese-pesto mixture and roll into a triangle. Brush top with butter and bake on a parchment paper-lined cookie sheet for 12 to 15 minutes until golden brown. Drizzle with melted chocolate or sprinkle with powdered sugar or both!