1. Preheat the oven to 210°C (410°F).
2. Heat water and immerse the tomatoes for 2 minutes to remove the skin.
3. Cut the zucchini into cubes, the bell pepper and onion into slices.
4. In a saucepan, heat a tablespoon of oil, then sauté the onions. After 5 minutes, add the zucchini, bell pepper, and tomatoes. Sauté for 15 minutes.
5. Cut the goat cheese into pieces.
6. Prepare the béchamel sauce: heat the milk. Once the milk is hot, add the flour and nutmeg. The mixture will thicken, and once it is thick enough, remove the saucepan from the heat. Season with salt and pepper.
7. At the end of the vegetable cooking, add the goat cheese cubes and let them melt for 2 minutes while stirring.
8. Then, in an oven-safe dish, layer lasagna sheets, a portion of the vegetables, and the béchamel sauce. Repeat with another layer of lasagna sheets and continue until all the ingredients are used.
9. On the last layer of lasagna sheets, only add béchamel sauce and sprinkle with grated cheese.
10. Bake for 15-20 minutes.