Preheat your oven to 375°F (190°C). Slice the eggplant, zucchinis, and potatoes. Lay them on a baking tray, drizzle with olive oil, season with salt and pepper, and roast for about 20 minutes until they are tender.

In a large pan over medium heat, add a bit more olive oil. Sauté the chopped onion for 3-4 minutes until translucent. Add minced garlic and bell pepper, cooking for an additional 2 minutes.

Mix in the drained lentils, diced tomatoes, cinnamon, oregano, salt, and pepper. Let it simmer for 10 minutes, stirring occasionally.

In another saucepan, melt the butter over medium heat. Stir in the flour, creating a roux and cooking for a minute.

Gradually whisk in the milk, ensuring there are no lumps. Keep stirring until the sauce thickens, then season with nutmeg, salt, pepper, and half of the grated cheese.

In a baking dish, layer half of the roasted vegetables, followed by the lentil filling. Add the remaining vegetables on top.

Finally, pour the béchamel sauce over everything, spreading it evenly and topping with the remaining cheese.

Bake the moussaka in the preheated oven for 25-30 minutes, or until the top is golden and bubbly. Allow it to cool slightly before serving.