Heat the vegetable oil in a large frying pan over medium heat; cook the onion and garlic in the hot oil until fragrant, 5 to 7 minutes. Break the turkey into small pieces into the frying pan; cook and stir until completely browned, 7 to 10 minutes. Stir the chopped tomatoes, tomato puree, water, basil, fennel seeds, Italian herb seasoning, 1/4 teaspoon black pepper and 4 tablespoons parsley into the turkey mixture. Reduce heat to medium-low and simmer, stirring occasionally, until the sauce reaches a desired consistency, 60 to 90 minutes.
While the sauce simmers, place the butternut squash in a large, microwave-safe bowl; cover with cling film and cook in microwave on High until tender, about 5 minutes. Set aside.
Cook and stir the spinach in a large frying pan over medium heat until wilted, about 5 minutes. Set aside.
Stir the ricotta cheese, egg, 2 tablespoons parsley, 1/4 teaspoon black pepper and about 2/3 of the mozzarella cheese together in a bowl. Set aside.
Preheat an oven to 190 C / Gas 5.
Pour 350g of the sauce into the bottom of a 23x33cm or similar sized baking dish. Arrange 3 of the lasagne sheets in a layer over the sauce. Spread 1/2 of the ricotta cheese mixture over the lasagne sheets. Sprinkle about half of the butternut squash over the ricotta cheese mixture. Layer about half the wilted spinach over the butternut squash. Lay about half the courgette slices over the spinach in a layer. Repeat the layering. Top with the 3 remaining lasagne sheets. Spread any remaining ricotta cheese mixture over the top of the lasagne. Finish by topping with any remaining sauce mixture. Cover with foil.
Bake in the preheated oven for 30 minutes. Remove the foil and sprinkle the remaining mozzarella over the top of the lasagne. Return to oven and bake uncovered until the top is golden brown, about 30 minutes more. Remove and allow the lasagne to rest 15 minutes before cutting to serve.