In a large skillet over high heat, brown the mushrooms in 30 ml (2 tbsp) of the oil. Season with salt and pepper. Add the wine and reduce until dry. Set aside in a large bowl.
In the same skillet, soften the shallots in the remaining oil. Add the spinach and cook until the water evaporates. Add the mushroom mixture and 125 ml (1/2 cup) of the béchamel sauce. Adjust the seasoning. Set aside.
In a skillet, soften the onion in the butter. Transfer to a bowl and let cool.
In a food processor, pulse the onion, blue cheese, ricotta, basil and egg until smooth. Season with salt and pepper. Set aside.
With the rack in the middle position, preheat the oven to 190 °C (375 °F).
Spread a third of the béchamel sauce in a 35 x 20 cm (14 x 8-inch) baking dish. Cover with a layer of lasagna noodles. Top with the spinach and mushroom filling. Add a layer of noodles. Spread the cheese filling. Cover with a layer of noodles. Add a third of the béchamel sauce. Finish with a layer of noodles, the remaining béchamel sauce and top with the mozzarella.
Bake for 40 to 45 minutes, and brown under the broiler, if needed.