Preheat oven to 425 degrees F (220 degrees C). Line 2 baking sheets with parchment paper.
Arrange butternut squash slices on the baking sheets. Sprinkle 1 pinch nutmeg on top.
Bake in the preheated oven until pliable but not mushy, about 5 minutes per side.
Melt 2 tablespoons butter in a large saucepan over medium heat. Add leek and spinach; cook and stir until wilted, about 5 minutes.
Stir 1/2 cup milk, Parmesan cheese, rice flour, balsamic vinegar, Worcestershire sauce, onion powder, and black pepper into the saucepan until combined and slightly thickened, about 5 minutes.
Arrange half of the butternut squash in the bottom of an 8-1/2x11-inch casserole dish. Layer leek mixture and ricotta cheese on top. Arrange remaining butternut squash on top.
Bake lasagna in the preheated oven until golden, about 40 minutes.
Melt 3 tablespoons butter in a large saucepan over medium heat. Stir in flour until a golden paste forms, 5 to 10 minutes. Increase heat to medium-high; slowly whisk in 2 cups milk until thickened and bubbling. Reduce heat to medium-low and simmer sauce until smooth, 10 to 20 minutes.
Season sauce with salt and 1/8 teaspoon nutmeg. Pour over lasagna.