Rinse the lentils and add them to a medium pot with water and a bay leaf. Bring to a boil, then reduce the heat and simmer for 20-25 minutes until lentils are tender. Drain and set aside.
Preheat the oven to 400°F (200°C). Line a baking sheet with parchment paper.
Arrange the eggplant rounds on the baking sheet, brush both sides with olive oil, and season with salt and pepper.
Roast in the oven for 25-30 minutes, flipping halfway through, until golden and soft.
Heat olive oil in a saucepan over medium heat. Add chopped onion and cook until translucent, about 5 minutes.
Add minced garlic and cook for another minute.
Stir in crushed tomatoes and oregano. Season with salt and pepper. Simmer on low heat for 15 minutes.
Melt butter in a separate saucepan over medium heat. Whisk in flour and cook for 1-2 minutes until golden.
Gradually pour in milk, whisking constantly to prevent lumps. Cook until the sauce thickens, about 5-7 minutes. Season with nutmeg, salt, and pepper.
Reduce oven temperature to 375°F (190°C).
Spread a thin layer of tomato sauce on the bottom of a 9x13 inch baking dish.
Place a layer of lasagna noodles over the sauce.
Spread half of the lentils over the noodles, followed by a layer of eggplant slices.
Pour half of the remaining tomato sauce and half of the bechamel sauce over the eggplant.
Sprinkle with one-third of the mozzarella cheese.
Repeat layers, starting with noodles, remaining lentils, eggplant slices, sauces, and another third of mozzarella.
Top with a final layer of noodles, the last of the bechamel sauce, remaining mozzarella, and Parmesan cheese.
Cover with foil and bake for 25 minutes. Remove the foil and bake for another 15 minutes, or until cheese is bubbly and golden.
Let it rest for 10 minutes before slicing and serving.