In a small bowl combine the ricotta, egg yolks, and nutmeg. Set aside.
Set aside 4 tablespoons of the marinara sauce for the top of the lasagna. In large casserole dish, layer: 6 cups of polenta, 1/2 the spinach / sausage slices, 1/2 the peppers, 1/2 the marinara sauce, 1/2 the Parmesan, and 1/2 the mozzarella slices.
Repeat. Top with the remaining polenta (it may not cover the top completely). Distribute the ricotta mixture over the top in small dollops. Drizzle the reserved marinara sauce on top. At this point the finished lasagna can be wrapped and refrigerated for up to a day.
Preheat the oven to 375 degrees F.
Place the pan on a cookie sheet (in case it bubbles over). Bake about 45 minutes to 1 hour, or until it is bubbling and hot throughout. Remove from the oven and allow it to rest for several minutes before serving.
Heat the oil in a large skillet over high heat. Add the garlic and saute until lightly browned. Add half the spinach into the skillet. As soon as it wilts, add the remaining spinach. Season with salt and pepper and remove from heat. Add the sausage slices to marry the flavors together. Remove from heat.
In a large saucepan, bring the water and salt to a boil. Gradually whisk in the polenta and cook over low heat for about 20 to 30 minutes, stirring often, until the grains are soft. Stir in the Parmesan and olive oil.