How to make it
For the béchamel: Melt butter in a large saucepan over medium heat. Add flour and cook, whisking constantly, until pale golden, 3 to 4 minutes. Add milk, whisking constantly, and bring to a boil. Reduce heat to low and cook, whisking, until thickened, about 5 minutes. Season with salt, white pepper, and nutmeg.
For the lasagna rolls: Heat oven to 375°F. Heat oil in a large skillet over high heat until shimmering. Add sausage and cook, breaking into small pieces, until browned, 8 to 10 minutes. Transfer sausage to a bowl and stir in lemon zest and rosemary.
Add fennel and onion to skillet. Cover and cook over medium-low heat, stirring occasionally, until softened, 8 to 10 minutes. Remove lid and cook until lightly browned, 10 to 12 minutes. Season with salt and pepper, and add to sausage along with half of the Parmesan and two-thirds of the fontina.
Spread 1⁄2 cup béchamel in the bottom of an 8- by 11-inch baking dish. On a separate surface, arrange noodles side by side, vertically. Brush with a thin layer of béchamel, then divide the sausage filling evenly among them. Starting at the bottom, tightly roll each noodle. Set side by side in dish and tuck in stray filling. Pour remaining béchamel all over and sprinkle with the remaining cheeses. Bake 45 minutes. Let rest for 20 minutes before serving.