Cook spinach in large pot of boiling water just until wilted, about 30 seconds. Drain; rinse with cold water. Squeeze spinach dry, then finely chop. Place in small bowl. Mix in cream cheese, mascarpone, and ground nutmeg. Season to taste with salt and pepper. Cut one 3/4-inch-deep, 2 1/2-inch-long slit down center of top side of each salmon fillet, forming pocket for spinach mixture. Fill each slit with spinach mixture, dividing equally among salmon fillets. (Can be made 4 hours ahead. Cover and chill.)
Preheat oven to 450°F. Brush rimmed baking sheet with olive oil. Sprinkle salmon fillets with salt and pepper. Mix breadcrumbs, melted butter, and Parmesan cheese in medium bowl. Top each salmon fillet with breadcrumb mixture, pressing to adhere. Place salmon fillets, skin side down, on prepared baking sheet. Bake salmon until opaque in center, about 12 minutes. Transfer to plates and serve.
* Italian cream cheese sold at Italian markets and also at many supermarkets.