01 - Set the oven to 425°F. Line two baking sheets with parchment paper.
02 - Arrange zucchini, eggplant, bell peppers, and onion on baking sheets. Drizzle with olive oil, then sprinkle oregano, salt, and black pepper. Toss vegetables to coat thoroughly.
03 - Roast the vegetables for 20 to 25 minutes, turning halfway through, until tender and lightly caramelized. Remove from oven and lower oven temperature to 375°F.
04 - In a medium saucepan over medium heat, melt the butter. Whisk in the flour and cook for 1 to 2 minutes until the mixture is lightly golden. Gradually whisk in warmed milk, stirring constantly to prevent lumps. Simmer for 5 to 7 minutes until thickened. Season with nutmeg, salt, and white pepper then remove from heat.
05 - Lightly coat a 9x13-inch baking dish with olive oil.
06 - Spread a thin layer of béchamel sauce on the bottom of the dish. Layer lasagna noodles evenly over the sauce. Add one-third of the roasted vegetables, sprinkle with a handful of spinach if using, cover with béchamel, and add a layer of mozzarella cheese.
07 - Repeat the layering process two more times, ending with noodles topped by the remaining béchamel sauce, mozzarella, and grated Parmesan.
08 - Cover the dish with foil and bake at 375°F for 25 minutes.
09 - Remove the foil and bake for an additional 15 minutes until the top is golden and bubbling.
10 - Allow the dish to rest for 10 to 15 minutes before slicing and serving.