Preheat oven to 375 degrees Fahrenheit. Peel, seed, and slice butternut squash 1/2 inch thick. Rinse and chop cauliflower into 1/2 inch thick slices. Rinse, stem, and chop collards. Place vegetables in large pot with 1 cup of water. Bring to a boil and cook, covered, for about 5 minutes until vegetables are tender.
In separate large pot, bring 8 cups of water to a boil. Add salt to the water and cook lasagna according to package directions.
Meanwhile, make the romesco sauce in the blender. Add roasted red peppers, canned tomatoes, almond meal, toasted almonds, garlic, red wine vinegar, olive oil, honey, paprika, salt, pepper, and cayenne pepper. Blend well.
Build the lasagna. Spread a bit of romesco sauce and yogurt on the bottom of the casserole dish. Line a layer of cooked lasagna noodles on top. Drop small mounds of romesco sauce and yogurt and spread it out with the back of a spoon. Scatter with squash, cauliflower, and greens. Sprinkle with goat cheese. Repeat with more pasta, sauce, veggies, yogurt, and goat cheese until it's all assembled. Save some sauce and goat cheese to sprinkle over the top layer.
Cover tightly with foil and bake for 45 minutes.