Heat oven to 425°F. Toss broccoli with oil and salt on a sheet pan and roast for 15 to 20 minutes until lightly browned and dry at the edges, then cool for 5 minutes.
Meanwhile, brown sausage in a skillet over medium heat for 8 to 10 minutes, breaking it finely, until 160°F. Drain excess fat and cool briefly, then mix with broccoli, ricotta, egg and pepper.
Let fresh lasagna sheets stand at room temperature for 10 minutes if needed to become flexible. Divide filling evenly over the sheets, leaving a 1/2-inch border, and roll from a short edge to make eight compact rolls.
Mix passata, water, garlic and oregano. Butter a 6-quart slow cooker, spread 3/4 cup sauce over the bottom and arrange four rolls seam side down; add half the remaining sauce and half the mozzarella.
Add the other four rolls in a second layer, cover with remaining sauce and mozzarella and cover the cooker. Cook on low for 2 to 2 1/2 hours, checking after 90 minutes, until the pasta is tender and the centers reach 165°F.
Switch off and rest uncovered for 10 minutes. Lift carefully and serve two rolls per person with their sauce; do not preboil the fresh sheets.