Preheat oven to 350 degrees.
Prepare the kale: first remove the thick center stem, rinse leaves and coarsely chop. Heat canola oil in skillet over med-high heat, add garlic and cook for 30 seconds, stir in one cup water. Add kale, ½ teaspoon salt and few grinds of pepper, cover and cook 10-15 minutes, stirring occasionally, until softened. Transfer to a strainer to drain.
Meanwhile, remove the casing from the Italian sausage links and break into small pieces. Using the same pan, brown the crumbled sausage over med-high heat. Combine the feta and oregano in a bowl, use a fork to break up the bigger pieces of feta.
For the Bechamel sauce: In a saucepan, melt 2 tablespoons butter over med-high heat. Be careful not to scorch the butter. Sprinkle flour into the butter and whisk until a golden brown roux is formed. Add milk slowly, constantly whisking. Cook 5 minutes or so until thickened. Stir in nutmeg. Remove sauce from heat.
Grease baking dish. Spread bottom of dish with pasta sauce. Place a layer of overlapping lasagna on top of the sauce. Spread half of the kale mixture on top of the lasagna, sprinkle with half of the Italian sausage and half of the feta cheese, spoon bechamel sauce on top, dot with more pasta sauce. Repeat with a second layer of lasagna, kale, feta, sausage, and bechamel. Sprinkle with parmesan cheese.