Heat oil in a heavy-bottomed pot saucepan over high heat and brown veal for 5 minutes. Add salt to taste.
Add onion, garlic, celery, peppers and carrot. Cook for 10 minutes.
Add the canned tomatoes, dried tomatoes, tomato paste and seasonings. Reduce heat and cook for 15 minutes. Break up whole tomatoes with the back of a spoon and stir sauce occasionally.
Add the grated orange zest and cook another 5 minutes.
Cook sausages in a frying pan. Remove, slice and set aside.
Béchamel sauce
In a saucepan, melt butter then add flour. Cook for 2 minutes over low heat, stirring constantly. Add the milk while stirring.
Cook for 5 minutes over medium heat, stirring constantly. Add salt, pepper and nutmeg to taste.
Blend in the Cheddar cheese, stirring well. Set aside to cool.
Assemble the lasagna
Preheat oven to 200°C / 400°F.
Cook the lasagna noodles in plenty of boiling, salted water until al dente. Rinse in cold water, oil lightly and set aside on a clean towel.
Pour a layer of meat sauce in the bottom of a lasagna pan. Cover with a layer of noodles, then half of the combined cheeses (tossed together) and half of the béchamel.
Continue with another layer of noodles and the rest of the meat sauce. Cover with one more layer of noodles, the remaining béchamel sauce and the sliced sausages. Finish with the remaining cheese mixture.