Heat the oil in a large frying pan, and add the onion, garlic and mushrooms, along with a good pinch of salt and pepper. Cook over a medium heat for around 8 minutes, until the vegetables are very soft. Add the cooked lentils and dried thyme, and mix to combine.
Meanwhile, in a small saucepan, melt the butter over a low heat, and add the flour. Mix well to form a roux, and cook for a minute or two, stirring constantly. Next add the milk a little at a time, stirring until smooth each time before adding more. When you’ve added all of the milk and the sauce is smooth, add a pinch of nutmeg, a good pinch of salt and pepper, and the diced goat’s cheese. Turn the heat up a touch, and cook for a few more minutes, stirring regularly, until the cheese has melted. If your goat’s cheese had a rind, the sauce will probably not be entirely smooth, but that’s okay.
When the cheese has melted into the sauce, it’s time to assemble the lasagne in a baking dish (mine measured around 8 x 6 inches). At this point, begin to heat the oven to 190°C (Gas Mark 5 / 375°F).
The exact order you layer things up doesn’t matter, but this is the order I used: 1tbsp sauce (spread around, to prevent the lasagne from sticking); a layer of lasagne sheets; 1/3 of the lentil mixture; 1/4 of the remaining sauce; a layer of lasagne sheets; another 1/3 of the lentil mixture; another 1/4 of the sauce; a layer of lasagne sheets; the remaining 1/3 of the lentil mixture; another 1/4 of the sauce; a layer of lasagne sheets; the remaining 1/4 of the sauce.
Once you’ve assembled your lasagne and used up all of your ingredients, top it with the fresh mozzarella and a little more black pepper if desired. Place the dish in the oven, and bake for around 40 minutes, or until the pasta is fully cooked, and the cheese on top is golden brown. If you notice that the cheese is browning too quickly, just cover the dish with foil and return it to the oven.