Heat butter in a sauce pan over medium-high heat. Stir in flour and continue to cook, stirring until it is a relatively smooth paste. Add wine, stir again, smoothing out any lumps. Add milk, about ¼ c. at a time, stirring until smooth after each addition. Add nutmeg (freshly grated is best), salt and pepper. Turn heat to low, and let cook for about five more minutes. Turn heat off completely, add the cheese and stir until the cheese is melted into the sauce.
Heat oven to 400°F
Slice the butternut squash in half lengthwise. Scrape out seeds. Place in roasting pan, cut side up. Cover the pan tightly with foil and bake
until the butternut squash is completely tender, about 45 minutes. Remove from oven, allow to cool until you can handle the squash, then scrape out softened squash, discarding the tough shell. Stir the squash until it is smooth. Set aside.
Reduce the oven to 350°F.
While squash is baking, heat oil in a medium pan. Add onions and garlic and sauté until soft. Add the ground veal, salt and pepper, and sauté, stirring to break it up, until all the pink is gone from the meat. Remove from heat, drain any oil if necessary, and set aside.
Spoon about ½ c. gorgonzola sauce into bottom of roasting pan, spreading it evenly all around the bottom of the pan. Place one layer of noodles over the sauce. Place about 1/3 of the squash over this, spreading it as evenly as you can. Spread 1/3 of the veal over this and about 1 cup of the sauce over all. Sprinkle 1/3 of the mozzarella over this. Repeat the layers two more times, then finish with any remaining sauce and sprinkle the parmigiano over all.
Place the lasagna into the hot oven. All the ingredients are cooked, so this step is to heat the lasagna through and to "cook" the noodles. Check the lasagna after about 15 minutes. If it is too brown, cover the pan with foil and heat another 10 minutes. Remove from oven and let sit about 10 minutes before cutting it into squares and serving.