Make the béchamel sauce. Bring the milk and bay leaf to a simmer. Infuse off the heat for 20 minutes. Strain. Melt the butter in a separate pan over a very low heat. Add the flour and cook, stirring, for 2 minutes until a light biscuity colour. Remove from the heat and slowly add the infused milk, stirring away lumps. Return to the heat and simmer, stirring, for 2–3 minutes until creamy. Add the nutmeg and season with salt and pepper.
If your Bolognese sauce was made earlier, reheat in a small pan or a microwave oven. Meanwhile, cook the pasta sheets, in batches, in salted boiling water until just al dente: according to packet instructions for dried pasta or for 2 minutes if using fresh pasta. Drain, refresh in cold water and lay on a tea towel to drain.
Cover the base of an ovenproof dish with one-third of the Bolognese sauce, top with a layer of pasta and cover with half the remaining Bolognese, then one-third of the béchamel sauce. Repeat with a layer of pasta, the remaining Bolognese and half the remaining béchamel sauce. Finish with the remaining pasta, then spoon over the remaining béchamel and scatter with Parmesan. Bake in a preheated oven, 220°C (425°F), Gas Mark 7, for 20 minutes until golden brown.