Heat oil. Add onion and garlic and saute. Stir in spinach and parsley, and cook. Transfer to a bowl and allow to cool. Clean out skillet and set aside.
Mix together the ricotta, mozzarella cheese, Parmesan, egg yolk, oregano, nutmeg, salt, and pepper. Stir in spinach mixture until combined. Divide the stuffing mixture into the pocket of each chicken breast.