Heat oil in a heavy- bottomed pot over high heat and brown veal for 5 minutes. Add salt to taste.
Add onion, garlic, celery, peppers, dried tomatoes,tomato paste and seasonings. Reduce heat and cook for 15 minutes. Break up whole tomatoes with the back of the 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.
For the Bechamel Sauce:
In a saucepan, melt butter and then add flour. Cook for 2 minutes over low heat, stirring constantly. Add milk, salt, pepper and nutmeg to taste.
Blend in the Cheddar cheese, stirring well. Set aside to cool.
Assemble the lasagna:
Preheat oven to 400°F.
Cook 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 Bechamel.
Continue with another layer of noodles and the rest of the meat sauce. Cover with one more layer of noodles, the remaining bechamel sauce and the sliced sausages. Finish with the remaining cheese mixture.