Preheat your oven to 180°C (350°F) and line a baking sheet with parchment paper.
Slice the pumpkin into thin, even slices about 0.5 cm thick using a sharp knife.
Arrange the pumpkin slices on the prepared baking sheet, drizzle with olive oil, and roast for about 20-25 minutes until tender and lightly caramelized at the edges.
While the pumpkin roasts, prepare the béchamel sauce: melt butter in a saucepan over medium heat, then whisk in flour and cook for 1-2 minutes until lightly golden.
Gradually pour in the milk, whisking constantly to prevent lumps, and cook for about 8 minutes until the sauce thickens and coats the back of a spoon. Stir in a pinch of nutmeg.
Spread a thin layer of béchamel at the bottom of the baking dish, then layer with roasted pumpkin slices, dollops of ricotta, a sprinkle of Parmesan, and lasagna sheets. Repeat this process until all ingredients are used, finishing with a layer of béchamel and shredded mozzarella on top.
Sprinkle the remaining Parmesan over the top layer and cover the dish loosely with aluminum foil.
Bake uncovered for 40-45 minutes until bubbling and golden on top. If the cheese browns too quickly, cover with foil.
Remove from oven and let rest for 10 minutes to allow the layers to set, making slicing easier.
Slice and serve the pumpkin lasagna warm, enjoying the creamy textures and sweet roasted pumpkin in every bite.