Preheat the oven to 350 degrees Fahrenheit (180 degrees Celsius). Lightly grease and line the bottom and sides of an eight-inch (20 centimetre) square pan with parchment paper.
Heat a medium sauté pan over medium-high heat and add the oil, followed by the mushrooms and shallots (or onions). Sauté until any liquid has evaporated, about eight minutes. Stir in the garlic, vermouth and oregano and continue to stir until the vermouth has evaporated, about two more minutes. Remove from the heat.
In a large mixing bowl, beat the cream cheese by hand to soften it and then beat in the sour cream (you can switch to a whisk here to make sure it’s completely smooth). Stir in the Parmesan, breadcrumbs, eggs, egg yolk, salt, pepper and nutmeg until evenly combined.
Drain the thawed spinach and squeeze out any excess liquid. Add to the cream cheese mixture and stir well, breaking up the spinach to make sure it is well blended (it can be dense after squeezing). Stir in the mushroom mixture and spoon into the prepared pan, spreading to level it.
Bake for about 30 minutes, until the centre springs back when gently pressed. Let cool in the pan on a wire rack for at least 20 minutes before slicing to serve. Serve warm or at room temperature.
These squares also make a great base for fancier hors d’oeuvres. Bake them in a 9 × 13-inch (22.5 × 32.5 centimetre) pan (bake time stays the same) so that they are a little flatter.
Once baked, top each square with a cooked shrimp and a little mayo, or some smoked salmon with dill cream cheese, or roasted peppers and a bocconcini secured with a frilly toothpick.