01 - Preheat the oven to 425°F. Line a large baking sheet with parchment paper.
02 - Arrange zucchini, eggplant, bell peppers, and onion on the prepared baking sheet. Drizzle with olive oil, then sprinkle with oregano, salt, and black pepper. Toss vegetables until evenly coated.
03 - Roast vegetables for 20 to 25 minutes, stirring halfway through cooking, until tender and lightly browned. Remove from oven and set aside. Reduce oven temperature to 375°F.
04 - In a medium saucepan, melt butter over medium heat. Add flour and whisk constantly for 1 to 2 minutes until mixture bubbles but does not brown.
05 - Gradually whisk warm milk into roux, stirring constantly until smooth. Continue cooking for 5 to 7 minutes until sauce thickens. Stir in salt, nutmeg, white pepper, and Parmesan cheese. Remove from heat.
06 - Spread a thin layer of white sauce across the bottom of a 9x13-inch baking dish. Arrange 3 lasagna noodles over sauce, then layer with one-third of roasted vegetables, one-quarter of white sauce, and one-third of mozzarella cheese.
07 - Repeat the layering process two more times, finishing with remaining white sauce and mozzarella. Sprinkle top evenly with 1/3 cup Parmesan cheese.
08 - Cover baking dish tightly with foil. Bake at 375°F for 30 minutes until heated through.
09 - Remove foil and continue baking for 15 to 20 minutes until cheese is golden brown and sauce bubbles around edges.
10 - Let lasagna rest for 10 minutes before slicing to allow layers to set. Garnish with fresh basil if desired.