01 - Preheat oven to 425°F. Line two baking sheets with parchment paper.
02 - Place zucchini, eggplant, bell peppers, and onion on baking sheets. Drizzle with olive oil, sprinkle with oregano, salt, and black pepper. Toss to coat evenly.
03 - Roast vegetables for 20 to 25 minutes, flipping halfway until tender and caramelized. Remove and reduce oven temperature to 375°F.
04 - Melt butter in a medium saucepan over medium heat. Whisk in flour and cook for 1 to 2 minutes until lightly golden.
05 - Gradually whisk in warmed milk, stirring constantly to avoid lumps. Simmer for 5 to 7 minutes until thickened. Stir in nutmeg, salt, and white pepper. Remove from heat.
06 - Lightly grease a 9x13-inch baking dish with olive oil.
07 - Spread a thin layer of béchamel on the bottom. Arrange a layer of lasagna noodles over it, followed by one-third of roasted vegetables, a handful of spinach (optional), a layer of béchamel, and a sprinkle of mozzarella.
08 - Repeat layering two more times, finishing with noodles, remaining béchamel, mozzarella, and Parmesan cheese on top.
09 - Cover with foil and bake at 375°F for 25 minutes.
10 - Remove foil and bake an additional 15 minutes until golden and bubbling.
11 - Allow to rest for 10 to 15 minutes before slicing and serving.