Heat the olive oil in a large skillet pan and then add the bacon. Cook on a medium-to-high heat, turning a couple of time until the bacon is crispy. Take bacon out of the pan and place in a small bowl. Chop into chunks using a pair of scissors.
Add the onions to the pan that you fried the bacon in (there should still be some fat left in the pan). Cook the onions for 5 minutes on a medium heat until they start to go translucent. Add the garlic and stir. Cook for 1 minute. Add the chicken and turn up the heat a little. Cook through until the chicken is just sealed (not cooked right through). Add in the peppers, stir and cook for another 2 minutes. Add the tomato puree and stir so that the tomato puree lightly coats everything. Then add in the chopped tomatoes, stock, oregano and salt & pepper. Bring to the bubble and then simmer for about 10 minutes.
Whilst your tomato sauce is simmering, start making the béchamel.
In a medium sized sauce pan, add the butter and melt over a medium heat. Once melted and bubbling slightly, add in the flour and whisk it into the butter. This is called a roux. It's important to use a whisk to help prevent lumps in your sauce. Keep gently whisking the roux over the heat for 1 or two minutes. Add in a good splash of milk, turn up the heat and whisk to incorporate. Then keep adding in the milk a good splash at a time, and whisking until all the milk is used up (this normally takes me about 3 or 4 minutes and I add the milk in about 5 splashes). Don't worry if you get a few lumps, keep whisking and they will disappear as the sauce thickens. Keep stirring the sauce with the whisk over the heat until your sauce thickens. Once thickened, add in the salt & pepper, the nutmeg and the mozzarella and cheddar (just 50g of each, the other mozzarella and cheddar is for your lasagne topping). Stir together and then turn off the heat.
Now it's time to construct your lasagne. First, stir your bacon back into the chicken/tomato sauce. Then take a family sized, deep lasagne dish (mine is 23cmx18cm and 6.5cm deep, but anything reasonably close to those measurements will be fine). Spoon a third of your chicken/tomato sauce into the lasagne dish and flatten it so it covers the base. Then layer your courgette/zucchini on top (I just add one layer of courgette/zucchini to the whole dish, but feel free to add more if you wish). Next spread a third of your béchamel onto top. Place a layer of lasagne sheets on top. I use two full sheets and then an extra half a sheet to cover my dish. You may need a little more. Now add another third of the tomato sauce, another third of the béchamel and another layer of lasagne. Then add your final third of tomato sauce, your final third of béchamel and then sprinkle your mozzarella and cheddar on top.
Place in the oven and bake for 30 minutes until the cheese is golden and the lasagne is bubbling slightly at the edges. Take out of the oven and leave to rest for 5 minutes before serving.