01 - Preheat 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 to coat evenly.
03 - Roast vegetables for 20 to 25 minutes, stirring halfway through, until tender and lightly browned. Remove from oven and set aside. Reduce oven temperature to 375°F.
04 - Melt butter in a medium saucepan over medium heat. Add flour and whisk constantly for 1 to 2 minutes until mixture is bubbly but not browned.
05 - Gradually whisk in warm milk, stirring continuously until smooth. Cook 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 on the bottom of a 9x13-inch baking dish. Arrange 3 lasagna noodles over sauce. 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 with remaining noodles, vegetables, sauce, and mozzarella. Finish with remaining white sauce and mozzarella. Sprinkle with 1/3 cup Parmesan cheese.
08 - Cover baking dish with foil and bake at 375°F for 30 minutes.
09 - Remove foil and continue baking for 15 to 20 minutes until cheese is golden and sauce is bubbling around edges.
10 - Let lasagna rest for 10 minutes before slicing to allow layers to set. Garnish with fresh basil if desired.