Rinse the dry lentils thoroughly under cold water until the water runs clear, then drain and set aside.
Heat the large skillet over medium heat and add the olive oil. Once shimmering, add the finely chopped onion and cook, stirring often, until translucent and fragrant, about 5 minutes.
Add the minced garlic, diced carrots, and celery to the skillet. Cook, stirring occasionally, until the vegetables soften and the mixture becomes fragrant, about 7 minutes.
Stir in the tomato paste and cook for 2 minutes, allowing it to darken slightly and release its smoky aroma, which enriches the sauce.
Pour in the vegetable broth and add the rinsed lentils, bay leaf, and thyme sprig. Bring the mixture to a gentle simmer, then reduce the heat to low, cover, and cook for 25-30 minutes, stirring occasionally, until the lentils are tender and the sauce has thickened.
Uncover the pan, remove the bay leaf and thyme sprig, and stir in the red wine vinegar. Cook uncovered for another 10 minutes to deepen the flavors and allow excess moisture to evaporate.
Taste the sauce and season with salt and pepper as needed. The sauce should be thick enough to coat the back of a spoon, with a rich, smoky aroma and a hearty texture.
Serve the lentil Bolognese hot over cooked pasta, grains, or use as a filling for lasagna. Garnish with fresh herbs or grated cheese if desired, and enjoy the comforting, meaty flavor of this plant-based sauce.