Preheat oven to 450° and spray a rimmed baking sheet with cooking spray.
Heat olive oil in a large nonstick skillet over medium-high heat and sauté spinach just until wilted. Season to taste with salt and pepper and nutmeg. Place in a small bowl. Let cool and then add cream cheese and mascarpone cheese. Mix together well.
Cut a slit along the top of each salmon fillet about ¾-inch deep and 2 ½-inches long to form a pocket for spinach mixture. Sprinkle salmon lightly with salt and pepper and then stuff with salmon mixture. Note: Get as much spinach mixture in pocket as possible, but also spread a layer on top of salmon.
In a small bowl, mix together panko crumbs, butter, and Parmesan cheese. Place mixture on top of each salmon fillet, and press to make sure it sticks. Place salmon skin side down on baking sheet and bake about 12 minutes, or to desired degree of doneness.