Preheat the oven to 375°F and line a rimmed baking sheet with parchment paper.
Heat the olive oil in a small skillet over medium heat. Add the diced onion and cook for about 3 minutes. Add the chopped spinach and minced garlic and cook for another 1–2 minutes, until the spinach wilts and excess moisture has evaporated. Remove from the heat and allow the vegetables to cool for several minutes.
In a medium bowl, combine the softened cream cheese, shredded mozzarella, diced jalapeños, and crumbled feta. Mix until evenly combined. For a milder filling, remove the jalapeño seeds and membranes before chopping.
Place the ground beef in a large bowl. Add the egg, Parmesan, cooled spinach mixture, smoked paprika, oregano, cumin, black pepper, and sea salt. Gently mix with clean hands or a spatula just until everything is evenly distributed. Do not overmix.
Transfer approximately half of the meat mixture to the prepared baking sheet and shape it into a thick rectangle about 9 inches long and 5 inches wide.
Spoon the jalapeño popper filling down the center of the meat mixture, leaving approximately 1 inch of meat uncovered around all sides.
Carefully cover the filling with the remaining meat mixture. Press the meat gently into place and pinch all edges together firmly so the cheese filling is completely enclosed. Patch any visible cracks with a small amount of meat mixture.
Shape the meatloaf into an even loaf, using gentle pressure rather than tightly compressing the meat. Sprinkle the top with a little additional smoked paprika and oregano if desired.
Bake for approximately 45–55 minutes, or until the thickest part of the ground beef reaches an internal temperature of 160°F. Use an instant-read thermometer for the most reliable result.
Remove the meatloaf from the oven and allow it to rest for 10–15 minutes before slicing. Resting helps the juices settle and keeps the creamy cheese filling from immediately spilling out.
While the meatloaf rests, combine the Greek yogurt, lemon juice, black pepper, oregano, and fresh parsley to make a quick creamy sauce.
Slice the rested meatloaf into 8 portions using a sharp knife. Serve warm with the Greek yogurt sauce and your favorite keto-friendly vegetables or salad.
Refrigerate leftovers in an airtight container for up to 4 days or freeze individual cooled slices for up to 3 months.