Step 1: Roast the Butternut Squash

1. Preheat Oven: Preheat your oven to 400°F (200°C).
2. Prepare the Squash: Peel, seed, and cube the butternut squash. Spread it on a baking sheet, drizzle with olive oil, and season with salt, pepper, and thyme.
3. Roast: Roast the squash in the preheated oven for 20-25 minutes, or until tender and easily mashed with a fork.
4. Mash the Squash: Once roasted, transfer the squash to a bowl and mash until smooth. Allow it to cool slightly before mixing in the cheeses.

Step 2: Prepare the Butternut Squash Filling

1. Mix the Cheeses with Squash: Add ricotta, Parmesan, mozzarella, and a pinch of nutmeg (if using) to the mashed butternut squash. Mix until the filling is well combined and creamy. Set aside.

Step 3: Cook the Lasagna Noodles

1. Boil the Noodles: Bring a large pot of salted water to a boil. Add the lasagna noodles and cook according to package instructions until al dente.
2. Drain and Cool: Drain the noodles and lay them flat on a baking sheet to prevent sticking. You can drizzle a bit of olive oil over the noodles to keep them from sticking to each other.

Step 4: Make the Béchamel Sauce

1. Melt the Butter: In a saucepan over medium heat, melt the butter.
2. Make a Roux: Add the flour and whisk continuously for 1-2 minutes until the mixture is smooth and slightly golden, creating a roux.
3. Add Milk Gradually: Slowly pour in the warm milk, whisking constantly to prevent lumps. Continue to cook for 3-4 minutes until the sauce thickens and coats the back of a spoon.
4. Season: Add a pinch of nutmeg (optional), and season with salt and pepper to taste. Set the béchamel sauce aside.

Step 5: Assemble the Roll Ups

1. Prepare for Filling: Lay each lasagna noodle flat on a clean surface.
2. Spread the Filling: Spoon about 2-3 tablespoons of the butternut squash filling onto each noodle, spreading it evenly from one end to the other.
3. Roll Up: Starting from one end, roll up each noodle tightly but gently to create a spiral. Repeat with all noodles.

Step 6: Arrange and Bake

1. Spread Béchamel in Baking Dish: Pour about 1/2 cup of the béchamel sauce on the bottom of a 9×13-inch baking dish, spreading it evenly.
2. Place Roll Ups in the Dish: Arrange the roll-ups in the baking dish, seam-side down. Pour the remaining béchamel sauce over the top of the roll-ups.
3. Top with Cheese: Sprinkle shredded mozzarella and Parmesan cheese over the top of the roll-ups for a golden, cheesy crust.
4. Bake: Cover the baking dish with foil and bake at 375°F (190°C) for 20 minutes. Remove the foil and bake for an additional 10 minutes, or until the cheese is bubbly and golden brown.

Step 7: Garnish and Serve

1. Garnish: Remove the lasagna roll-ups from the oven and garnish with freshly chopped basil or parsley.
2. Serve: Let the dish cool slightly before serving. Serve warm, either as individual roll-ups or as a whole casserole.