Rinse the lentils well and put them in a saucepan with plenty of lightly salted water. Add the thyme and bay leaf and bring to a boil. Reduce heat to a simmer and cook for 15 minutes.
Now add the diced vegetables and cook for another 5-10 minutes until the lentils are tender but still have a bit of bite.
Make the dressing while the lentils are cooking. Mix together the vinegar, salt, mustard, oil and shallot in a large bowl.
When the lentils are done drain well and then add them to the dressing while still warm, stirring to coat. Remove the bay leaf and thyme sprigs. Leave to cool, stirring from time to time.
Mix in the parley,nuts and cheese plus a few grinds of black pepper. Check seasoning then serve at room temperature. Leftovers can be kept in the fridge for a day or two but should be brought back to room temperature to serve.