Preheat oven to 375°F and line a 9 x 5 loaf pan with parchment paper.
Add lentils to a fine-mesh strainer and rinse under cold water.
In a small pot, combine lentils, vegetable broth and bay leaf, bring to a boil, then reduce to a simmer and allow to cook for 15 minutes or until lentils are tender (but not mushy).
While the lentils are cooking, prepare the vegetables. In a pan on medium-high heat, warm the olive oil.
Add onions, carrots and mushrooms to the pan and allow to cook, stirring occasionally, for 5-6 minutes until the onions are translucent. Add garlic, smoked paprika, thyme, salt and pepper and cook for an additional 1-2 minutes until fragrant. Remove from the heat and set aside.
Once the lentils have cooked, remove bay leaf, and transfer lentils to a strainer to remove any excess water. The more water you can remove the better, it will stop the lentil loaf from being too mushy. Set aside.
In a food processor, add rolled oats and walnuts and pulse to combine quickly until a rough meal is formed.
Add lentils to the food processor with the rolled oats and walnuts and pulse gently until lentils begin to breakdown slightly but some still retain their shape.
Add egg and cooked vegetables and pulse gently to combine with the lentils. You may need to stop the food processor a couple of time and encourage the mixture together with a spatula. You want the mixture to be processed enough to hold its shape when pushed together, but not too mushy, some lentils should still hold their shape.
Once combined, transfer the lentil mixture to the lined loaf pan, firmly pressing it into the pan with the pack of a spatula or spoon.
In a small pan on medium heat, combine the tomato paste, maple syrup, apple cider vinegar, water, garlic powder, onion powder and salt. Warm for 2-3 minutes, whisking constantly, until the mixture is well incorporated and has thickened slightly. Once complete, spread the glaze all over the top of the loaf.
Transfer the lentil loaf to the oven and bake, uncovered, for 45 minutes.
Once baked, remove from the oven and allow to cool slightly in the loaf pan, 3-5 minutes, before slicing to help ensure it holds its shape.
This lentil loaf can be served immediately or stored in an airtight container in the fridge for 5 days or in the freezer for 3 months.
NOTE: If time permits, soak lentils in water for 8 to 24 hours at room temperature water on the counter before cooking.