Preheat oven to 350°F.
Thoroughly wash the leeks, remove the roots. Halve them lengthwise and chop them. Likewise, wash the dill and chop it.
Heat the oil in a pan and sauté the leeks until softened. Remove the pan from the heat.
Wash the salmon, pat it dry, and cube it. Season the fish with salt and pepper and then set aside.
Melt the butter in a saucepan, add the flour, and whisk the two ingredients together until smooth. Gradually whisk in the milk and cream until a smooth sauce forms. Season with salt, pepper, and nutmeg, and stir in the dill.
Grease the baking dish with butter. Pour a thin layer of the sauce onto the bottom of the dish. Then, place a layer of lasagna sheets on top. Distribute the salmon cubes and leeks over the lasagna sheets, and pour another layer of sauce over them. Repeat this process until all ingredients are used up.
Finish with a layer of sauce and sprinkle the Parmesan evenly over the top.
Place the lasagna in the oven and bake for 35 minutes, or until golden brown and crispy.
Let the lasagna cool for 5 minutes after baking. Finally, sprinkle with fresh dill before serving.