1. Preheat the oven to 250 degrees/230 degrees fan/gas mark 9. Put the oil into the base of a medium roasting dish and put into the oven to get very hot.
2. For the batter, put the milk and eggs into a jug and beat together. Toss the flour and salt in a bowl and add a generous splash of the liquid ingredients. Whisk to form a smooth, thick batter, then slowly pour in the remaining liquid, whisking as you go, by this time the oil should have got very hot in the roasting tray, so drop a little of the batter in - if it sizzles, the oil is ready. If not leave the tray in the oven until it is hot.
3. Pour the batter into the tray and return it to the oven. Bake for 20-25 minutes until the yorkshire pudding has puffed up and is deep golden around the edges.
4. Meanwhile make the filling. Heat a dry frying pan over a high heat and add the spinach. Cook, stirring, until the spinach wilts down, then tip it into a sieve set over a bowl.
5. Add the oil, butter, mushrooms and onion to the pan and cook, stirring frequently, until the mushrooms soften and colour - you need to ensure all excess liquid has evaporated from the pan. Remove the pan from the heat.
6. Squeeze the excess moisture out of the spinach and discard its liquid. Put into a bowl with the mushrooms and onions, and add the nutmeg, Yorkshire Dama ricotta and pecorino cheese. Season to taste.
7. When the Yorkshire pudding is golden and puffed, remove it from the heat. Scatter the torn mozzarella on top of the filling. Return the tray to the oven for 10-15 mins until the cheese has melted, serve immediately.