In a medium saucepan, melt the butter over medium heat. Whisk in the flour and cook for 1-2 minutes until lightly golden. Gradually stir in the milk, ensuring no lumps form, then simmer until thickened.

In a large skillet, heat olive oil over medium heat. Add the diced onion and sauté until softened. Stir in garlic, bell peppers, and zucchini, cooking until tender-crisp. Stir in frozen spinach and season with salt and pepper.

In a large mixing bowl, combine ricotta cheese, grated Parmesan, and the beaten egg. Fold in the cooled vegetable mixture.

Bring a large pot of salted water to a boil and cook the lasagna noodles according to package instructions until al dente. Drain and rinse under cold water.

Preheat your oven to 375°F (190°C). Spread a layer of white sauce on the bottom of a baking dish. Layer noodles, half of the vegetable filling, and mozzarella cheese. Repeat layers, finishing with noodles and remaining mozzarella.

Cover with foil and bake for 25 minutes. Remove foil and bake for another 20-25 minutes until cheese is melted and golden. Allow to cool for 10-15 minutes before slicing.