The red sauce. Heat olive oil in a large skillet or a saucepan. Add onion and garlic and sauté until softened, about 5 minutes. Add beef, soy and Worcestershire sauces, and cook, stirring, until beef is well browned. Add tomatoes, tomato paste, oregano, basil, bay leaf, sugar, stock and simmer over low heat, until sauce thickens, about 30-45 minutes. Season with salt and pepper to taste. In the meantime, make the bechamel sauce.
The bechamel sauce. Melt the butter in a heavy-bottomed saucepan over low heat. Stir in the flour and cook, stirring continuously, until the mixture is bubbly, for about 2-3 minutes. Don't allow the mixture to brown. Add the milk, gradually, and cook over medium heat, stirring continuously, until the sauce thickens and is smooth. Add nutmeg and Parmesan cheese, and stir until smooth. Season with salt and pepper to taste.
The lasagna assembly. Preheat oven to 350°F (175°C). Spread a thin layer of bechamel sauce in a 9 x 13 baking dish and cover with a first layer of lasagna noodles. Cover with ⅓ of the meat sauce. Add another layer of lasagna noodles. Spread a thicker layer of bechamel sauce (about 1 cup) and sprinkle ⅓ of mozzarella cheese and few tablespoons of Parmesan cheese. Cover with a layer of lasagna noodles. Add another ⅓ of the meat sauce and once more cover with lasagna noodles. Add another layer of bechamel and cheeses. Cover with lasagna noodles and spread the last ⅓ of the meat sauce. Top with a final layer of noodles, spreading the remaining bechamel sauce and sprinkling the remaining mozzarella and Parmesan cheeses over the top.
Cover with foil and bake, covered, for 30 minutes. Remove foil and bake until cheese is melted. Enjoy!