Heat oven to 425 degrees.
Place rack in shallow baking pan, coat with cooking spray. Lay steak on work surface. Starting at long side of steak, slice steak in half without cutting all the way through. Open and flatten to an even thickness.
In a bowl, combine spinach, feta, bread crumbs, 1 tablespoon oil, and bread crumbs. Add beaten egg. Season steak with ½ tsp salt and ¼ tsp pepper.
Press spinach mix onto steak, leave 1-inch border. Beginning on short end, roll up to enclose filling. Tie steak with twine. Rub steak with remaining oil and season with remaining salt and pepper.
Heat a large skillet over medium-high heat. Brown meat on all sides for about 5 minutes. Transfer to rack. Roast for about 35 minutes, remove from oven, let rest for 10 minutes, untie and slice.