1.Place spinach and the water in a large saucepan over medium-high heat; cook, turning spinach with tongs until starting to wilt. Cover with a lid; cook a further 2 minutes or until just wilted. Drain well. Cool slightly, then squeeze out excess liquid.
2.Heat oil in a large saucepan over medium heat; cook onion, stirring, about 5 minutes. Add fennel and garlic; cook, stirring occasionally, for 10 minutes or until vegetables are tender. Add rice, stir to coat. Add stock; bring to the boil. Cover with a tight-fitting lid, reduce to lowest heat, cook about 16 minutes until liquid is absorbed. Stand, covered, 10 minutes. Fluff mixture with a fork; transfer to a large bowl. Cool 15 minutes. Stir in rind, oregano, chopped fennel fronds, chicken, cream, fetta, olives and spinach. Season.
3.Preheat oven to 200°C. Grease two 23cm springform pans with a little melted butter.
4.Place fillo pastry sheets on a clean work surface; cover with plastic wrap, then a damp tea towel. Brush 1 fillo sheet with a little melted butter. Fold in half lengthways and place over the base of one pan allowing pastry to extend over the side. Repeat with 11 more fillo sheets, slightly overlapping, to line the base and side of the pan. Spoon a quarter of the rice mixture into the pan. Top with half the capsicum, then another quarter of rice mixture. Fold in the overhanging pastry to enclose filling.
5.Brush another fillo sheet with a little melted butter. Top with 2 more sheets, brushing each layer with a little butter. Using the pan as a guide, with a sharp knife, cut a 23cm round from pastry. Place over pie, buttered-side up. Press down to secure.
6.Repeat steps 4 and 5 with remaining fillo, butter, rice mixture and capsicum, for second pie.
7.Bake pies for 1 hour, swapping pans halfway through cooking time, or until browned and filling is hot. Stand 10 minutes before removing from pans.
8.Meanwhile, combine remaining ingredients in a medium bowl; season to taste.
9.Serve pies with herbed yoghurt.
Pies can be prepared up to the end of step 6, a day ahead. Refrigerate, covered. allow a little longer cooking time so the heat has time to reach the chilled filling.Note