Update based on whuber's comment.
First some notation. Let $T_{-1} = \sum_{i=2}^nX_i$ and note that $T \sim Binom(nm, \theta)$ and $T_{-1} \sim Binom((n-1)m, \theta)$. Moreover, note that $X_1$ and $T_{-1}$ are independent.
\begin{align*}
\phi(T) &= E(X_1/m |T =t) \\
&= \frac{1}{m}E(X_1|T=t) \\
&= \frac{1}{m}\sum_{x=0}^m xP(X_1=x|T=t) \\
&= \frac{1}{m}\sum_{x=0}^m x\frac{P(X_1=x \cap T=t)}{P(T=t)} \\
&= \frac{1}{m}\sum_{x=0}^m x\frac{P(X_1=x \cap T_{-1}=t-x)}{P(T=t)} \\
&= \frac{1}{m}\sum_{x=0}^m x\frac{P(X_1=x)P(T_{-1}=t-x)}{P(T=t)} \\
&= \frac{1}{m}\sum_{x=0}^m x\frac{\binom{m}{x}\theta^x(1-\theta)^{m-x}\binom{(n-1)m}{t-x}\theta^{t-x}(1-\theta)^{(n-1)m-t+x}}{\binom{nm}{t}\theta^t(1-\theta)^{nm-t}} \\
&= \frac{1}{m}\sum_{x=0}^m x\frac{\binom{m}{x}\binom{nm -m}{t-x}}{\binom{nm}{t}} \\
&= \frac{1}{m}\sum_{x=0}^m x f(x;nm, m, t) \quad\text{where $f$ is the pmf of a hypergeometric random variable}\\
&= \frac{1}{m}E(X) \quad \text{where $X$ is a hypergeometric rv} \\
&= \frac{1}{m}\frac{tm}{mn} = \frac{t}{mn}
\end{align*}
Recalling that $t$ is the value of $T$, we get $\hat\theta_{UMVUE} = \frac{T}{nm}$ as expected.