Melt your butter in a large saute pan. Once foaming, add your onion and leek and cook over a medium heat for 5 mins until soft and starting to caramelise.
Add your mushrooms a handful at a time, then cook over a high heat for 10 mins until all the liquid has evaporated and they are starting to caramelise. Add your thyme, salt and pepper and cook stir to combine. Set aside.
In a medium sized saucepan, melt your butter. Once foaming, add your flour, mustard powder and cayenne pepper and mix into a paste. Cook out for 2 mins, then gradually add your milk in small increments, stirring until totally smooth before adding more milk each time. Once all the milk is added, do the same with your stout. Bring to a boil, then simmer for 2 mins until thickened.
Add your cheddar and Worchestershire sauce and stir until totally combined, then season to taste.
In a rectangular baking dish, layer your mushrooms, sauce and lasagna sheets with your extra grated cheese. Bake for 30 mins at 190°C until golden and blistered on the surface.