Bring a large pot of salted water to a boil. Add the lasagna noodles and cook according to package instructions until al dente. Drain and lay the noodles flat on a clean kitchen towel to prevent sticking.
In a medium saucepan, melt the unsalted butter over medium heat. Whisk in the all-purpose flour and cook for about 1 minute until lightly golden. Gradually whisk in the whole milk, stirring constantly until the mixture thickens, about 3-5 minutes. Season with kosher salt and freshly ground black pepper to taste. Remove from heat and set aside.
In a large mixing bowl, combine the ricotta cheese, thawed and squeezed dry spinach, 1 cup of mozzarella cheese, ¼ cup of grated Parmesan cheese, the large egg, and a pinch of kosher salt and black pepper. Mix until well combined.
Spread a thin layer of pesto sauce on the bottom of your baking dish. Take one lasagna noodle, place a generous amount of the ricotta filling along the edge, and carefully roll it up. Place the roll seam-side down into the baking dish. Repeat with the remaining noodles and filling.
Once all the rolls are in the dish, spread the remaining pesto sauce over the top. Pour the creamy sauce you prepared earlier evenly over the rolls. Sprinkle the remaining mozzarella and Parmesan cheese on top. If you like a little heat, sprinkle on some crushed red pepper flakes.
Preheat your oven to 375°F (190°C). Cover the baking dish with aluminum foil and bake for 25 minutes. Then, remove the foil and bake for an additional 15-20 minutes, or until the cheese is bubbly and golden brown.