Preheat the oven to 400 F degrees and line a baking sheet with parchment paper.
In a large bowl combine together the flour, baking powder and salt. Add the butter and using a pastry blender or 2 forks, mix it in with the flour. Stir in the Parmesan cheese.
Make a well in the center and add the buttermilk and egg. Mix it until combined. It should be a soft sticky dough.
Flour your work surface well, place the dough on your work surface and knead it gently until smooth, adding more flour as necessary. I added another 1/4 cup of flour, until the dough no longer stuck to my hands. Keep in mind it's a soft dough.
Roll out the dough into a square until it's about 1/2 inch in thickness. Spread the spinach mixture over the dough, leaving about 1/2 inch strip along the edges. Sprinkle with Parmesan cheese and feta cheese over the spinach.
Roll up firmly, and pinch the edges together.
Place the roll on the prepared baking sheet, seam side down. Using scissors or a sharp knife cut 1 inch slices, leaving about 1 1/2 inches from the end. Bring the two ends together to form a circle. You could place a small bowl or ramekin in the center to make this easier. Take each slice and turn it over on its side, and repeat with each one, slightly overlapping it with the previous one.
Brush the wreath with the beaten egg and sprinkle with sesame seeds.
Place the baking sheet in the oven and bake for 30 to 40 minutes or until golden. The loaf should sound hollow when tapped.
Let it stand for 30 minutes before serving.