Heat the oil in a Dutch oven over medium high heat and cook the sausage until most but not all the pink is gone. Add the onion and garlic and cook until the onion is soft and translucent, 5-7 minutes. Add the butternut squash, fennel and apple and cook for another 7-8 minutes. Add the wine and bring to a rapid boil for 2 minutes until the wine is mostly evaporated.
Add the bechamel sauce, pepper, and parsley and simmer covered for 10 minutes. Add salt to taste.
To make the bechamel sauce: Melt the butter in a saucepan over medium heat. Add the flour and use a wire whisk to blend it with the butter. Let the mixture bubble for 2 minutes until light golden, continually whisking. Gradually add the milk while continually whisking to prevent lumps and whisk until smooth. Slowly bring it to a boil, reduce the heat and simmer for 10 minutes until thickened, whisking frequently to prevent lumps and scorching. Add the Parmesan cheese, salt and nutmeg and whisk until smooth. Simmer for another minute then remove from heat. (If the sauce is too thick, add a little milk.) Add salt to taste.
To assemble the lasagna: Spoon a little sauce in the bottom of a 9x13 inch casserole dish. Overlap 4 lasagna sheets over the sauce. Spoon half of the remaining sauce over the noodles. Sprinkle with half of the Parmesan and Mozzarella. Repeat the layers (lasagna, remaining sauce, remaining cheese).
Spray a sheet of aluminum foil with oil and cover the casserole dish.
Preheat the oven to 375 degrees F.
Bake the lasagna for 40-50 minutes, then remove the foil and bake for a few more minutes until the cheese is bubbly and golden.
Recipe by The Daring Gourmet at https://www.daringgourmet.com/sausage-fennel-butternut-squash-lasagna/