01 - Preheat oven to 425°F.
02 - Toss eggplant, zucchini, bell peppers, onion, and garlic with olive oil, smoked paprika, salt, and pepper. Spread evenly on a large baking sheet. Roast for 25 minutes until tender and lightly charred. Reduce oven temperature to 375°F.
03 - Combine lentils, crushed tomatoes, tomato paste, oregano, basil, vegetable broth, balsamic vinegar, and red pepper flakes in a saucepan. Bring to boil over high heat. Reduce heat to medium-low and simmer uncovered for 20 to 25 minutes until lentils are tender and sauce has thickened.
04 - Melt butter in a saucepan over medium heat. Whisk in flour and cook for 1 to 2 minutes to form a roux. Gradually whisk in milk, stirring constantly to prevent lumps. Add nutmeg, salt, and white pepper. Continue cooking and stirring until sauce thickens and coats the back of a spoon. Remove from heat.
05 - Spread 1/4 cup lentil sauce evenly across bottom of a 9x13-inch baking dish. Arrange 3 to 4 lasagna noodles over sauce. Layer with half the roasted vegetables, half the remaining lentil sauce, and one-third of the béchamel. Sprinkle with one-third of the mozzarella. Repeat layers with remaining vegetables, lentil sauce, béchamel, and mozzarella. Top with remaining noodles, béchamel, mozzarella, and Parmesan.
06 - Cover baking dish with aluminum foil. Bake at 375°F for 30 minutes. Remove foil and continue baking for 10 to 15 minutes until top is golden brown and sauce is bubbling around edges.
07 - Let lasagna rest for 10 minutes before slicing to allow layers to set. Garnish with fresh basil leaves and serve warm.