In a medium pan, add olive oil, onion, zucchini, mushrooms, salt and pepper. Sautee on low/medium heat for about 10 minutes or until the mushrooms start to soften and onion becomes translucent. Set aside.
Pre-heat oven to 375 degrees F. In a large bowl cream together ricotta cheese, Parmesan cheese, egg, oregano, basil, nutmeg and milk.
Grease a large 9 x 13 baking dish. Spread layer of tomato sauce on the bottom. Place a single layer of noodles over the tomato sauce. Then add your creamed cheese mixture, then sauteed vegetables on top. Repeat 2 more times starting with tomato sauce, then noodles, creamed cheese, vegetables. On the fourth layer of noodles, dip them first in water then top with tomato sauce and 8 oz. shredded mozzarella cheese.
Rest lasagna for about 30 minutes to allow noddles to absorb liquid and flavors to set. Place in the oven and bake for about 40 minutes or until the top is brown and bubbly. If the sides seem to burn, cover with foil, and remove foil for last 5 minutes of cooking. Rest at least 20 minutes before serving.