Preheat the oven to 375°F (190°C).
Thaw the frozen spinach and squeeze or press out as much water as possible, then chop/coarsely break up if needed.
In a large bowl, beat the softened cream cheese with garlic powder, salt, black pepper, nutmeg, and optional cayenne until smooth.
Stir the milk into the cream cheese mixture to loosen it, then fold in the crumbled feta and the well-drained spinach until evenly combined.
Arrange the chicken breasts in a single layer in a large casserole dish.
Spread the spinach and cheese mixture evenly over the top of each chicken breast, then sprinkle the grated mozzarella over the filling.
Bake on the middle oven rack for about 40–50 minutes, or until the chicken reaches an internal temperature of 165°F (74°C) and is cooked through.
Remove from the oven, garnish with halved grape tomatoes if using, and serve hot.