Combine first 3 ingredients. Spray 1 phyllo sheet with cooking spray; top with 2 of the remaining phyllo sheets, spraying each sheet with additional cooking spray before using as directed. Place remaining phyllo sheets between sheets of plastic wrap; set aside until ready to use.
Place 1 fish fillet along one short side of phyllo stack; top with 1/4 of the spinach mixture. Fold over long sides of phyllo, then roll up, starting at fish-topped side. Repeat with remaining phyllo sheets, fish and spinach mixture. Place, seam sides down, on parchment-covered baking sheet; spray with cooking spray. Cut 3 diagonal slits in top of each wrap.
Bake 10 to 12 min. or until crusts are golden brown and fish flakes easily with fork. Meanwhile, mix sour cream, cucumbers and dill until blended