Put 250g of Puy lentils, 1 bay leaf, and 3 thyme sprigs in a saucepan. Cover with lightly salted water and simmer for 20-25 minutes, until just tender.
Meanwhile, cook 1 finely diced carrot and 1 finely diced medium onion in 1 tablespoon of olive oil, with salt and pepper, until soft.
Whisk 1 tablespoon of red wine vinegar, ⅛ teaspoon of Dijon mustard, 1 small minced shallot, and 60ml of extra-virgin olive oil.
Drain the lentils and remove the bay leaf and thyme. While still warm, toss with the vinaigrette and vegetables.