01 - Preheat oven to 425°F. Line a large baking sheet with parchment paper.
02 - Arrange zucchini, eggplant, bell peppers, and onion on prepared baking sheet. Drizzle with olive oil, sprinkle with oregano, salt, and black pepper. Toss vegetables to coat evenly.
03 - Roast for 20–25 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 1–2 minutes until mixture bubbles and becomes fragrant, taking care not to brown.
05 - Gradually whisk in warm milk, stirring continuously until smooth. Cook for 5–7 minutes until sauce thickens enough to coat the back of a spoon. 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. Layer with one-third of roasted vegetables, one-quarter of white sauce, and one-third of mozzarella cheese.
07 - Repeat layering process two more times: noodles, vegetables, sauce, mozzarella. Finish with remaining white sauce, remaining mozzarella, and sprinkle with 1/3 cup Parmesan cheese.
08 - Cover baking dish tightly with aluminum foil. Bake at 375°F for 30 minutes.
09 - Remove foil and continue baking for 15–20 minutes until cheese is golden brown 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.