Preheat the oven to 400°F (200°C).
Soak the cashews in hot water for 5 minutes, then drain; alternatively simmer them for 5 minutes, then drain.
Heat a little olive oil in a non-stick frying pan over medium heat; add the chopped onion and cook until translucent and glossy, about 5 minutes.
Add the minced garlic (reserve one whole clove for the white sauce) and cook 1–2 minutes until fragrant.
Add the chopped tomatoes, tomato puree, sweet paprika, oregano, basil, salt, and pepper to the pan; simmer for about 5 minutes to combine flavors.
Stir in the cooked or drained canned lentils and cook 1–2 minutes to heat through; adjust seasoning to taste. This is your lentil bolognese ragu.
Make the cashew white sauce: in a blender or with an immersion blender, combine the soaked and drained cashews, the reserved whole garlic clove, dairy-free milk, nutritional yeast, nutmeg (if using), salt, and pepper; blend until smooth and creamy.
Spread a thin layer of lentil ragu on the bottom of your oven-safe dish to prevent sticking.
Assemble the lasagna in layers: place pasta sheets, then a layer of lentil ragu, then a layer of white cashew sauce. Repeat layering until ingredients are used; aim for the final top layer to be the white sauce.
Sprinkle the top with the dairy-free cheese, vegan parmesan, or extra nutritional yeast.
Bake in the preheated oven for 30 minutes until heated through and the top is lightly golden.
Let the lasagna rest a few minutes before slicing and serving.