Clean and clean the mushrooms and cut them into thin slices. Peel and finely dice shallots. Heat olive oil in a pan. Fry the mushrooms for about 5 minutes, turning them, then add the shallots. Fry for about 2 more minutes, season with salt and pepper
Melt butter in a pot. Sweat flour in it. Add milk and stock while stirring and let simmer for 5-10 minutes. Stir in goat cheese and season with salt, pepper and nutmeg
Cut the ham into small cubes. Grate parmesan. Cut lasagne sheets in half. Grease 4 small casseroles (11 x 11 cm; 4 cm high). Put 1 teaspoon of sauce into each dish. Place 1/2 lasagne dish on top, spread 1/3 of the mushrooms, ham and béchamel on top. Continue until everything is used up. Sprinkle with parmesan. Bake in a preheated oven (electric: 175 °C/ convection: 150 °C/ gas: see manufacturer) for 30-40 minutes