Preheat and Prepare the Dish: Preheat your oven to 375°F (190°C). Lightly grease a baking dish, making sure to coat the bottom and sides evenly. This helps prevent sticking and ensures clean slices when serving.
Season and Roast the Vegetables: Place the sliced sweet potatoes, diced butternut squash, and sliced carrots into a large bowl. Drizzle with 1 tablespoon of the olive oil, then season with salt and black pepper. Toss until all vegetables are evenly coated. Spread them out in a single layer on a baking sheet and roast for 15–20 minutes, just until they begin to soften. The vegetables should be tender but not fully cooked, as they will finish baking in the lasagna.
Create the First Layer: Arrange a layer of roasted sweet potato slices across the bottom of the prepared baking dish, slightly overlapping them to form a sturdy base. Sprinkle a portion of the crumbled feta cheese evenly over the sweet potatoes, followed by a light scattering of the chopped toasted walnuts.
Build the Remaining Layers: Add a layer of roasted butternut squash, then a layer of carrots. Sprinkle again with feta and walnuts. Continue layering the vegetables in this order, adding feta and walnuts between layers. Gently press down after each layer to compact the lasagna and create even slices later. Finish with a final layer of sweet potatoes on top for a visually appealing presentation.
