Preheat oven to 375°F (190°C) and grease a baking dish.
Toss sweet potatoes, butternut squash, and carrots with 1 tablespoon olive oil, salt, and pepper.
Roast the vegetables for 15 to 20 minutes until just tender.
Layer sweet potatoes on the bottom of the baking dish, then sprinkle with feta and walnuts.
Add a layer of butternut squash followed by carrots, then repeat layers until dish is full.
Finish with a layer of sweet potatoes on top.
In a saucepan, simmer cranberry juice, honey, and balsamic vinegar for 5 to 7 minutes until reduced to a glaze.
Drizzle two-thirds of the glaze over the lasagna.
Cover the dish with foil and bake for 30 minutes.
Remove foil, drizzle remaining glaze over the top, and bake uncovered for 10 to 15 minutes until golden and bubbling.
Let rest for 10 minutes before slicing and serving.