Place a large saucepan on a high heat and add the vegetable oil.
Once the oil is hot add the ground venison and brown well. Brown for 5 minutes then transfer the meat to a plate.
Return the sauce saucepan to a medium heat and add the onion, sweat until translucent, approximately 5 minutes. Then add the celery and garlic, cook for a further 2 minutes.
Transfer the ground venison back to the saucepan and add the tomato puree and red wine. Stir to combine and reduce the wine by half.
Next add the tinned tomatoes and bay leaf. Bring the sauce to a gentle simmer and cook for 2 hours.
While the sauce is simmering, prepare the bechamel. Place a small saucepan on a medium heat and add the butter.
When the butter has melted add the plain flour and stir. Gradually pour in the milk, continuously mixing to achieve a smooth velvety sauce. Add the parmesan cheese, grate in fresh nutmeg and season with salt and black pepper. Once the cheese has melted the sauce should be pouring consistency.
After 2 hours of the venison cooking, season with salt to taste then prepare the lasagne. Begin by preheating an oven to 180°C.
Into an ovenproof dish ladle one third of the venison tomato sauce to cover the base. Then one third of the bechamel sauce and cover with a single layer of lasagne sheets. Repeat the process twice, finish with a final layer of bechamel and the shredded mozzarella.
Place the lasagne into the preheated oven and cook for 45 minutes.
Remove the lasagne from the oven when bubbling and golden brown. Allow to stand for 15 minutes then serve.