Preheat the oven to 350˚F. Heat a heavy based pot over a medium high heat, drizzle in the olive oil and then add the sausage meat to brown for 5-8 minutes, stirring occasionally and breaking up large chunks.
Add the onion, garlic, mushrooms, baby spinach, and fennel seeds to the pot and sauté for another 5 minutes until the mushrooms are browned and the spinach is wilted. Set it aside to cool a little.
For the white sauce, in a skillet over medium heat, melt butter, add the flour, and mix until a smooth roux forms, 1 to 2 minutes. Gradually add milk while stirring with a whisk to remove lumps. Continue stirring constantly until the sauce thickens, about 5 minutes. Stir in the nutmeg and season with salt to taste.
To the sausage and vegetable mixture, add the ricotta and 1 ½ cups of the mozzarella into the pot and stir to combine.
Now it's time to layer your lasagna. Cover the bottom of a 9-inch square casserole dish with about one-third the white sauce. Add a layer of lasagna sheets, then one-third of the meat mixture. Repeat to make two additional layers.
Sprinkle with the remaining mozzarella and Parmesan. Cover with aluminum foil and bake in the oven for 40 minutes. Remove the foil and bake for another 15 minutes until the cheese is golden brown.