1. Preheat oven to 350°F with rack in middle. 2. Cook shallots in butter in a heavy medium saucepan over medium heat, stirring occasionally, until tender, about 4 minutes. 3. Add flour and cook over low heat, stirring with a wooden spoon, 3 minutes. Add nutmeg, then slowly whisk in milk and stock. 4. Bring to a boil, whisking, then simmer, stirring occasionally, just until sauce lightly coats back of spoon, about 1 minute. 5. Remove from heat and cool to warm, stirring occasionally. 6. Stir in eggs, Marsala, sea salt, 1/2 teaspoon pepper, and 1/2 cup cheese. 7. Spread about 1 1/4 cups sauce over bottom of an 11- by 8-inch baking dish. 8. Cover with a layer of 3 lasagne sheets. Repeat layering 3 more times, then top with remaining sauce and remaining 1/2 cup cheese. 9. Bake, uncovered, until browned, 45 to 55 minutes. 10. Cooks' note: Sauce can be made 1 day ahead and chilled, covered (once cool). ---------------------------------------------------------------------------
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