Start by preparing the bechamel sauce. Melt the butter in a small saucepan over low heat, add the flour and mix well with a whisk to obtain a smooth mixture with no lumps. Add the milk at room temperature stirring well, then add a pinch of salt and the grated nutmeg. Cook over a low heat for 5-6 minutes, until the sauce becomes creamy.
Clean and dice the shallot and the courgettes.
In a pan, heat a drizzle of extra virgin olive oil and sweat the shallot. Add the courgettes and cook for a few minutes until soft. Season with salt and pepper.
Spread a tablespoon of béchamel sauce on the bottom of an oven dish and begin constructing the lasagne starting with a layer of pasta followed by a layer of béchamel, then a layer of courgettes and ham, and lastly a sprinkle of grated Grana Padano.
Repeat the process until you have 5 layers of pasta in the oven dish.
Cook the lasagne in a preheated oven at 180°C for 25-30 minutes.
Serve the lasagne while still warm.