Heat your grill to medium. Place the pepper on a baking tray and grill for 15-20 minutes, turning often, until the pepper is well charred. Place in a plastic food bag and set aside for 10 minutes, in which time the steam should have loosened the skin. Peel off the skin and remove the stalk and seeds, then roughly chop the pepper and set aside.
Meanwhile, heat a frying pan over a medium heat. Add the chorizo and cook for 2-3 minutes until just starting to crisp up. Use a slotted spoon to remove the chorizo, then add the chicken, cooking for 4-5 minutes until browned. Add to the chorizo and set aside.
Add the shallot and celery to the pan and saute for 3-4 minutes over a medium heat, until softened. Add the garlic and cook for a further 1 minute. Add the chicken and chorizo back to the pan along with the chopped pepper, cherry tomatoes, white wine and 100ml water. Bring to the boil, then reduce the heat and simmer for 10 minutes. Remove from the heat and stir through the basil, then cover and set aside.
Melt the butter in a saucepan over a medium heat. Add the flour and stir until combined. Cook for a further minute, stirring continuously, then remove from the heat. Gradually add the milk, whisking constantly, then add the bay leaf. Place back on the heat and bring to a gentle boil. Reduce the heat to low, whisking constantly, for 5 minutes until the sauce is smooth and thickened. Remove the saucepan from the heat, discard the bay leaf, then whisk in the ricotta until the sauce is smooth. Season well.
Preheat the oven to 200°C/fan 180°C/gas mark 6. Grease two small round ovenproof dishes, approximately 15cm in diameter. Use the rim to cut 4 circles out of the fresh lasagne sheets. Layer up the lasagne in the dishes with the chicken and chorizo mixture, ricotta sauce and pasta sheets, finishing with the ricotta sauce. Sprinkle over the parmesan and cook for 35 minutes, until crisp and golden on top. Leave to stand for 5 minutes before serving.