Spray a large non-stick pan with low-calorie cooking spray and place over a medium heat. Add the leeks, mushrooms, and garlic, and fry gently for 8-10 minutes — until softened.
Pour in the milk and stock and bring to a boil. Add in the cornflour slurry, and stir for a minute or two — until thickened.
Preheat the oven to 160°C fan.
Stir the pigs in blankets, turkey, Dijon mustard, and sage into the sauce. Cover and simmer for 5 minutes, then stir in half of the grated Cheddar. If needed, season with salt and pepper.
Place a third of the sauce into the bottom of the lasagne dish. Layer with half the lasagne sheets, repeating until you reach the top of the dish. Ending with a layer of sauce.
Sprinkle over the grated cheddar, then tear the brie into small chunks and dot over the top.
Place in the centre of the oven for 40-45 minutes, until the cheese is golden and bubbling. Then serve!