Preheat the oven to 400°F (200°C). Prepare a baking dish by lightly greasing it or lining it with parchment paper.

In a small bowl, combine the paprika, ground cumin, salt, and chili powder. Mix thoroughly and set aside for later use.

Place the roughly chopped baby spinach into a medium-sized mixing bowl. Add the softened cream cheese, crumbled feta cheese, and shredded mozzarella cheese. Using clean hands or a sturdy spoon, combine the ingredients until a thick, cohesive mixture forms. Set aside.

Using a sharp knife, carefully cut a horizontal pocket into the side of each chicken breast, ensuring not to cut through entirely. The pocket should be deep enough to hold the spinach filling securely.

Evenly divide the spinach filling into four portions. Gently spoon one portion into each chicken breast pocket, pressing the filling inside to ensure it is secure. Use toothpicks to close the openings, if necessary, to prevent the filling from escaping during cooking.

Rub the prepared seasoning blend evenly over both sides of each stuffed chicken breast. Then, brush the chicken breasts with the olive oil to promote browning and prevent dryness.

Arrange the stuffed and seasoned chicken breasts in the prepared baking dish. Transfer to the preheated oven and bake for 25 to 30 minutes, or until the internal temperature reaches 165°F (74°C) when checked with an instant-read thermometer.

Once cooked, remove the baking dish from the oven and allow the chicken breasts to rest for 5 minutes. Remove any toothpicks before slicing and serving.