Melt the fat in a saucepan, stir in the flour and sweat on over a gentle heat for about 5 minutes. Stir in milk, add bay leaf and simmer for about 10 minutes at low heat. In the meantime clean and wash the leek and cut it into rings of about 1 cm thickness. Clean and peel the carrot and cut it into fine cubes. Stir the horseradish into the béchamel.
Season to taste with salt, cayenne pepper and lemon juice. Remove the bay leaf. Wash ling fish fillets, dab dry and season with salt and pepper. Grease an ovenproof dish (30 x 24 cm; 2 litres capacity) and line with approx. 3 lasagne plates. Place half of the leek on top and sprinkle with approx. 1/3 of the béchamel. Spread 3 lasagne plates on top. Add the ling fish fillets and half of the carrot cubes. Drizzle with 1/3 of the béchamel. Cover with the remaining lasagne sheets.
Spread 3 lasagne plates on top. Add the ling fish fillets and half of the carrot cubes. Drizzle with 1/3 of the béchamel. Cover with the remaining lasagne sheets. Spread the rest of the leek and carrots on top and pour the rest of the béchamel over them. Coarsely grate the cheese, sprinkle it over the casserole and bake in a preheated oven (electric: 200 °C/ gas: level 3) for about 30 minutes.