In a medium saucepan, melt butter over medium heat. Whisk in flour until combined, then gradually pour in milk, stirring constantly. Bring to a simmer and thicken for 5-7 minutes. Stir in nutmeg, salt, and pepper, then remove from heat.

In a large skillet, heat olive oil over medium heat. Add chopped onion and sauté for 3-4 minutes. Stir in minced garlic, red bell pepper, and yellow bell pepper, cooking for 5 minutes. Add grated zucchini and drained spinach, seasoning with salt and pepper.

In a mixing bowl, combine ricotta cheese, grated parmesan cheese, and beaten egg. Stir until smooth, then fold in the vegetable filling.

Cook lasagna noodles according to package instructions, until al dente. Drain and lay flat on a towel to cool.

Preheat oven to 375°F (190°C). Spread a thin layer of white sauce in a greased baking dish. Layer 3 noodles, followed by half of the vegetable cheese mixture, and mozzarella. Repeat, finishing with noodles and remaining white sauce topped with mozzarella.

Cover with foil and bake for 25 minutes. Remove the foil and bake for an additional 20-25 minutes until golden and bubbly. Let cool for a few minutes before slicing.