Put the lentils in a saucepan with the bay leaf and thyme. Pour over 1 1/3 cups/375 ml water, bring to a boil, then reduce the heat and simmer until tender, 30 to 40 minutes. All the liquid should be absorbed, if not simply drain off any excess.
Meanwhile, heat the olive oil in a saute pan and fry the onion until soft. Add the garlic for 1 minute, then deglaze the pan with a splash of balsamic vinegar. Once the lentils are cooked, toss them with the onion mixture, season with salt and pepper and put them in a serving dish. Scatter over the nuts and pinches of cheese. Drizzle with walnut oil. Serve warm.