Preheat the oven and prep the ingredients - Preheat the oven to 400℉, convection bake setting. Chop the onion. Blanch and chop the spinach. Separate the yolk from the whites of two of the eggs, and beat the egg whites together with the third egg. Crumble the feta. Set aside. (You can save the extra yolks for something else.)
Make the roux and combine the ingredients - Cook the onion in the oil until soft, then stir in the flour, salt and pepper. Slowly pour in the milk while stirring to ensure that you have a smooth roux. Bring to a simmer and cook for a minute or so, stirring constantly, until slightly thick. Remove the skillet from the heat and stir in the cooked rice, crumbled feta, eggs, dill, scallions, and spinach.
Bake - Pour the mixture into a greased pie plate. Sprinkle Parmesan cheese over the pie, and bake for 25-30 minutes, until set.