Preheat oven to 400 degrees F. Spray a 9 x 13-inch baking dish with cooking spray and set aside.
In a large skillet or Dutch oven, heat oil over medium-high heat. Add mushrooms, zucchini, bell pepper, onion, and garlic. Cook and stir the veggies just until tender (about 3-5 minutes).
While the veggies cook, use a separate bowl to stir together egg, parsley, basil, ricotta cheese, 1 ¼ cups mozzarella, and ¼ cup Parmesan.
When the vegetables are done cooking, stir the marinara sauce into the skillet.
Spread ¼ of the marinara-vegetable sauce mixture in a thin layer in the bottom of the prepared baking dish. Top with 3 no-boil lasagna noodles (or as many as you need to cover a single layer in the dish), ⅓ of the ricotta mixture, and another ¼ of the sauce mixture.
Repeat layers two more times. Finish with remaining 1 cup of mozzarella and ¼ cup of Parmesan cheese on top. Cover with a piece of greased foil.
Bake for 35 minutes. Remove foil, and bake for another 5-10 minutes (or until heated through and cheese on top is browned). Let stand for about 10 minutes before slicing and serving.