Bechamel: Melt butter in a saucepan and add the flour. Whisk well. Pour in the milk, whisking constantly, and cook over medium heat until it thickens enough to coat the back of a spoon. Season with salt, pepper and nutmeg. Remove from heat and set aside.
Salmon: Melt the butter in a frying pan and add the smoked salmon. Coat in butter and cook for 2 minutes. Set aside.
To Assemble: Bring a large pan of salted water to the boil and add 1 tablespoon of olive oil. If using dried lasagne sheets, cook by following the cooking time on the packet. If using fresh ones, dip each sheet in the salted boiling water for 1 minute. In both cases, drain the lasagne sheets and pass quickly under cold tap water to stop cooking. Lay on a tea towel and pat dry.
Preheat oven to 180 degrees C / Gas 4.
Spread a ladleful of the bechamel sauce over the bottom of a 20x30cm baking dish. Lay 3 lasagne sheets side by side and cover with 1/4 of remaining white sauce; then add 1/3 of cubed mozzarella and 1/3 of smoked salmon. Sprinkle with Parmesan cheese, then cover with lasagne sheets. Continue layers, finishing with bechamel sauce and a good handful of grated Parmesan cheese.
Bake for 30 to 40 minutes or until the pasta is fully cooked and the top is golden brown. Place under the grill for the last 5 minutes to get a nice golden top. Remove from oven, then let stand for 15 minutes before slicing and serving.
Lasagne are tastier if allowed to stand at least 15 minutes before serving, so the pasta has the time to "relax" and absorb the sauce. I suggest to prepare lasagne well in advance (up to 2 days), cool to room temperature, then cover with aluminium foil and refrigerate. A quick heat up before serving and your lasagne will be perfect!