Heat the EVOO in a soup pot or Dutch oven over medium-high heat. Melt the butter into the oil. Add the mushrooms and cook until browned, 12 to 15 minutes. Add the shallots and garlic and season with salt and pepper. Add the sherry and bay leaf and cook for a few more minutes. Stir in the chicken stock, lentils and 3 cups water. Bring to a boil, then reduce the heat to a simmer and cook for 20 minutes.
Stir in the spinach to wilt it, and add the lemon zest, nutmeg, and salt and pepper to taste.
Warm the bread on a griddle and brush with melted butter. Ladle the soup into bowls and top with a dollop of yogurt, if desired. Serve with the bread.
Cook's Note: You can make the soup ahead of time and store it in the refrigerator. Reheat over medium heat, and add the spinach, lemon zest and nutmeg before serving. You can substitute pita chips for the bread.