Step 1: Roast the Vegetables : Preheat oven to 425°F (220°C). Toss sliced zucchini, eggplant, bell peppers, and mushrooms with olive oil, salt, pepper, and Italian herbs. Spread on a baking sheet in a single layer and roast for 20–25 minutes until tender and lightly browned.
Step 2: Make the Béchamel Sauce : In a medium saucepan, melt butter over medium heat. Whisk in flour to form a smooth roux, cooking for 1–2 minutes. Gradually whisk in warm milk, stirring constantly to prevent lumps. Cook until thickened, about 5–7 minutes. Season with salt, pepper, and nutmeg. Remove from heat.
Step 3: Assemble the Lasagna : Preheat oven to 375°F (190°C). Spread a thin layer of marinara sauce on the bottom of a 9×13-inch baking dish. Layer noodles over sauce, followed by roasted vegetables, a layer of Béchamel, and a sprinkle of mozzarella and Parmesan. Repeat layers until all ingredients are used, finishing with a layer of Béchamel and remaining cheese.
Step 4: Bake Cover with foil and bake for 30 minutes. Remove foil and bake for an additional 15–20 minutes until cheese is bubbly and golden.