Whisk flour in heavy medium saucepan to remove any lumps.
Gradually add 1 cup milk, whisking until smooth.
Add remaining 2 cups milk and nutmeg; whisk over medium heat until mixture thickens and boils, about 10 minutes.
Remove from heat.
Whisk in Parmesan, egg and butter.
Season with salt and pepper.
Can be made 1 day ahead, just cover and refrigerate.
Reheat over low heat until heated through before using; do not boil.
Preheat oven to 350°.
In a mixing bowl combine lobster, shrimp, and scallops together In a separate bowl fold together 1 1/4 cup gruyere, 1 1/4 cup mozzarella and yogurt.
In 8 1/2 by 11 inch baking dish, start by coating the bottom of the dish with a thin layer of white sauce, next add a layer of lasagna noodles placing tightly together, cut to fit if necessary.
Spread 1/3 of yogurt and cheese mixture, and sprinkle with 1/3 seafood.
Repeat layers 2 times ending with lasagna noodles.
Finish the top with white sauce and sprinkled with remaining cheese.
Cook for 35 minutes on top of sheet pan in case it bubbles over.