I just read somewhere that Palak Paneer is actually not at all nutritious. Does anybody have a different opinion?

Yes, there is a logic which says that absorption of iron (in palak) and calcium in (paneer) do not go well together as iron makes it difficult for calcium to absorb in the body. But, I think one should not be very finicky and once in a while it is fine to have palak paneer. And on regular basis you can have spinach and paneer on regular basis. And palak paneer is nutritious, and have it. :)