Preheat the oven to 350 degrees. Melt 2 tablespoons of the butter in a skillet over medium heat. Add in the onions, and sauté until softened. Mix in the spinach, and sauté until wilted. Place the spinach mixture, ricotta, mozzarella, Italian seasoning, and salt and pepper to taste into a mixing bowl. Stir to combine well. Lay the lasagna sheets out on a flat surface, and place a small scoop of the filling at one end of each sheet. Roll the sheet up and around the filling. Place the roll-ups seam side down in a well-greased baking sheet. Melt the remaining butter in a pot over medium heat. Pour the pumpkin puree and heavy whipping cream into the pot. Stir to combine. Add in the nutmeg and salt and pepper to taste. Simmer until the sauce has thickened. Stir in the parmesan cheese until well combined. Spread the sauce over the roll-ups. Bake for 20 minutes.