Step 1: Add the onion, bell pepper, zucchini and eggplant squares in a sheet pan, then season the vegetables with salt and pepper.
Step 2: Cook the vegetable mix in the oven at 200 degrees Celsius for 30 minutes.
Step 3: After 30 minutes, add the whole tomatoes to the pan.
Step 4: Mix and let it cook for another 20 minutes.
Step 5: While the vegetables are in the oven, start preparing the bechamel sauce in a pot.
Step 6: Add the butter to the pot, let it melt and sprinkle flour on top. Mix.
Step 7: Over the oil-flour mixture add the milk, Cheddar cheese, nutmeg, salt and pepper.
Step 8: Add the olives and tomato pasta to the vegetables in the oven and mix until an even composition forms.
Step 9: We will need another sheet pan to build the lasagna. The order is: bechamel sauce, lasagna sheets, vegetable mix, mozzarella and shredded cheese, repeating the process until you reach the desired height.
Step 10: Cook the lasagna in the oven at 200 degrees Celsius for 30-35 minutes.
Step 11: Serve and enjoy!