1. In a medium saucepan, heat the milk until bubbles appear around the edge. In a large saucepan, melt the butter. Add the flour to the butter and whisk over moderately high heat until light golden, about 1 minute. Gradually whisk in the hot milk and bring to a boil. Reduce the heat to moderately low and cook, stirring, until the sauce is thick, about 8 minutes. Season with 2 teaspoons of salt, 1/4 teaspoon of pepper and 1/2 teaspoon of nutmeg. Press plastic wrap directly on the sauce and let cool.
2. Season the lamb with salt and pepper and brown it in 4 batches: For each batch, heat 1 tablespoon of the oil in a large heavy casserole. Add one-fourth of the lamb and brown over high heat; transfer the lamb to a large platter as it's browned.
3. Add the remaining 1 tablespoon of oil and the onion to the casserole and cook over moderate heat until the onion is softened but not browned, about 3 minutes. Stir in the cinnamon, allspice and 1/4 teaspoon of nutmeg, then the tomato paste. Add the wine and cook, stirring, until the wine is nearly evaporated. Add the lamb along with the tomatoes and their liquid, the tomato sauce, oregano and sugar. Season the lamb mixture with salt and pepper and bring to a boil. Cover and cook over low heat until the lamb is tender, about 1 hour.
4. Meanwhile, cook the ziti in a large pot of boiling salted water until barely al dente, about 10 minutes. Drain well, blot dry with paper towels and let cool.
5. Preheat the oven to 375°. Lightly butter two 13-by-9-inch baking dishes. Line the bottom of each dish with one-fourth of the ziti. Spread 2 cups of the white sauce on top of each, then cover with the lamb sauce and sprinkle each with 1/4 cup of the cheese. Top with the remaining ziti. Stir the egg yolks into the remaining white sauce and spread it over the ziti. Sprinkle with the remaining cheese and bake for 40 minutes, or until the edges of the ziti are golden and the sauce is bubbling. Let the Pastitsio stand for 20 minutes before cutting.
Make Ahead: The Pastitsio can be refrigerated for up to 3 days and reheated in a 325° oven.
Wine Recommendation: 1996 Casal Thaulero Orsetto Oro Montepulciano d'Abruzzo.