In a frying pan, fry the bacon and onions until golden brown. Add the broccoli and continue frying for approximately 2 minutes. Season with salt and pepper. Set aside.
In a saucepan, melt the butter. Add the flour, followed by the milk, stirring continuously. Season with salt and nutmeg.
In a baking dish, spread out a small amount of sauce. Add a layer of lasagna noodles, another layer of white sauce, the broccoli mixture and mozzarella cheese. Continue layering the ingredients, finishing with lasagna noodles and white sauce. Sprinkle the Parmesan on top.