Preheat the oven to 400°F.
In a medium bowl, stir together the shrimp, dill, green onions, fontina and cream cheese.
On a clean, flat surface, unroll the phyllo dough. Stack the dough and cut lengthwise into quarters. Cover the dough with plastic wrap or a clean damp kitchen towel to prevent it from drying out.
Stack 4 strips, brushing with melted butter between strips. Spoon about 1 tablespoon of the shrimp mixture onto one end of the prepared strips. Fold one corner of the short edge over the mixture, leaving a 1-inch border. Continue folding side to side to the end of the strip, forming a triangle. Repeat the procedure with remaining the phyllo, butter and shrimp mixture. Brush with the egg.
Place the triangles, seam-side down, on baking sheets. Bake until golden brown, 12 to 15 minutes. Serve warm.
To make ahead: Place the prepared triangles on baking sheets in a single layer and freeze. Remove from the baking sheets and place in heavy-duty resealable plastic bags. Freeze for up to 1 month. To bake from frozen, place on baking sheets and let stand for 30 minutes. Bake as directed.