In a large heavy skillet, melt 2T butter. Cook onions with dried thyme (if using dry), salt and pepper, covered, over moderately low heat, stirring occasionally, 30 minutes, or until tender and pale golden. [I think this was no more than 15 minutes.] Cook uncovered, stirring, 15 minutes. [5 min enough.] Add wine and simmer until most of wine has evaporated. Stir in fresh thyme (if using fresh) and transfer to a bowl.
Preheat oven to 190ºC . Butter an 20 cm square baking dish.
In the cleaned skillet, melt 1T butter. Cook half of zucchini slices in one layer over moderate heat until tender,= about 2 min on each side. Transfer to another bowl. Cook remaining zucchini in 1T butter in the same manner.
In small heavy saucepan, melt remaining 3T butter over moderately low heat. Add flour and cook roux, whisking, 3 minutes. Add milk in a stream, whisking, and bring to a boil, whisking. Add nutmeg, salt and pepper to taste and simmer sauce, whisking, until thickened, about 2 minutes. [I think they're trying to tell you something about whisking.] Spread a few tablespoons sauce on bottom of prepared dish. Layer over this, in order bottom to top: 1 square lasagne half onions half zucchini one third sauce one third Parmesan 1 square lasagne half onions half zucchini one third sauce one third Parmesan 1 square lasagne one third sauce one third Parmesan Bake lasagne in middle of oven 25-30 min, or until golden. Let stand 10= minutes before serving.
Serves 6-8 as a first course or side dish.