In a saucepan, heat olive oil and add onions, cooking until translucent.
Add red pepper, fennel, basil, oregano, garlic, tomato sauce and Splenda, stirring well.
Simmer sauce over low heat, covered, for about 30 minutes.
Preheat oven to 350°F.
In a small bowl, mix egg together with ricotta cheese and parmesan until smooth; set aside.
Slice eggplant, zucchini and mushrooms.
Spread approx 1/3 of the sauce mixture evenly into the bottom of a large rectangular casserole dish or lasagna pan.
Add eggplant slices in an even layer.
Top eggplant with the ricotta cheese mixture.
Sprinkle with sliced mushrooms, then add another third of the sauce.
Sprinkle with 8 ounces of the mozzarella cheese.
Layer the sliced zucchini evenly over the cheese.
Pat mixture down.
Add the remaining sauce, the remaining 8 ounces mozzarella, and the remaining 1/4 cup parmesan cheese.
Pat mixture down again.
Cover pan with foil and bake at 350°F for 50 minutes.
Remove foil from pan and bake for 30-40 minutes more, or until cheese is golden and vegetables are tender.
Allow to sit undisturbed for 20 minutes before slicing and serving.
