3/4 cup minced shallots (about 6)
1 stick unsalted butter
1/2 cup all-purpose flour
1/2 teaspoon grated nutmeg
3 3/4 cups whole milk
1 cup rich chicken stock or reduced-sodium chicken broth
2 large eggs, lightly beaten
1/2 cup dry Marsala
1/2 teaspoon fine sea salt
1/4 pound grated Parmigiano-Reggiano (1 cup), divided
12 (7- by 3-inch) no-boil egg lasagne sheets

Preheat oven to 350°F with rack in middle.

Cook shallots in butter in a heavy medium saucepan over medium heat, stirring occasionally, until tender, about 4 minutes. Add flour and cook over low heat, stirring with a wooden spoon, 3 minutes. Add nutmeg, then slowly whisk in milk and stock. Bring to a boil, whisking, then simmer, stirring occasionally, just until sauce lightly coats back of spoon, about 1 minute. Remove from heat and cool to warm, stirring occasionally. Stir in eggs, Marsala, sea salt, 1/2 teaspoon pepper, and 1/2 cup cheese.

Spread about 1 1/4 cups sauce over bottom of an 11- by 8-inch baking dish. Cover with a layer of 3 lasagne sheets. Repeat layering 3 more times, then top with remaining sauce and remaining 1/2 cup cheese. Bake, uncovered, until browned, 45 to 55 minutes.

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