Melt the butter in a pan until foaming, then stir in the flour to make a paste. Cook for 2 mins. Remove from the heat and gradually whisk in the milk. Add the bay leaf, return to the heat, and bring to a simmer. Cook for 4-5 mins, whisking continuously until thickened. Remove from the heat and whisk in 50g parmesan, the mustard and cayenne pepper. Season to taste.
Put the spinach in a large pan with 50ml boiling water, cover and leave for 2-3 mins to wilt. Drain and leave to cool. Put the spinach in a clean tea towel and squeeze out any excess water. Transfer to a food processor and pulse to roughly chop, then add the ricotta and pulse again to combine. Grate in some nutmeg, then season.
Heat the oven to 200C/180C fan/gas 6. Remove the bay leaf from the sauce, then spoon a third into the bottom of a 24 x 28cm baking dish. Top with a third of the ricotta and spinach mixture, a third of the ham, then 4 lasagne sheets (overlap them slightly if needed). Repeat with the remaining ingredients, finishing with a layer of sauce. Top with the remaining parmesan and the mozzarella. Bake for 45-50 mins or until golden, covering halfway through if it’s starting to brown.