Heat oil in saute pan over high heat. Add shallots, corn and mushrooms; saute for 1 minute. Add Marsala cooking wine and seasonings. Add spinach and saute for an additional 30 seconds. Remove from heat.
Place 1 tablespoon filling in center of each square. Brush edges of square with beaten egg. Bring four corners together, pressing firmly. Pull up and twist corners making top of purse. Place on baking sheet and brush purse with egg. Bake in preheated oven for 15-18 minutes or until golden brown.
