Make the dressing: Combine the shallot, vinegar, lemon juice, Dijon, 1 1/4 teaspoons salt and black pepper to taste in a bowl. Let sit 5 minutes to dissolve the salt, then whisk in the olive oil until blended.
Put the lentils, bay leaf and thyme sprigs in a 4-6 quart pot along with 2 teaspoons salt and 6 cups water. Bring to a boil, then reduce heat to a simmer and cook 15 minutes.
Add the carrots, celery and onion to the lentils and continue cooking 5 - 10 minutes, until the lentils are tender. They will have absorbed most, but not all of the liquid.
Drain the lentils and transfer back to the pot or to a serving bowl. Pluck out the bay leaf and thyme sprigs and discard. Pour the dressing over and stir to coat. Add the parsley and spinach and stir through.
Sprinkle the cheese and walnuts over the salad and serve warm or at room temperature.
Serve the salad warm or at room temperature. It keeps beautifully refrigerated for a day or two - just bring to room temperature before serving for the best flavor.
Omit the cheese to make this a vegan salad.
Recipe adapted from My Paris Kitchen:Recipes and Stories.