Roast/grill 4 cut up red/orange/yellow peppers till charred, put a tea towel over for a bit and then skin and chop. (But can skip this and sauté with the rest of the veg if you CBA, I'm not sure it makes much difference.)
Meanwhile chop a couple of medium onions, a couple of sticks of celery, 2 or 3 carrots. Sauté those in a tablespoon of olive oil (or butter ... more flavour). I like to get the onions quite golden before adding the other veg. Blend the veg with 2 tins toms (can leave some of the chopped pepper out if you want). Back in the pan with a generous dollop of of tomato purée, a veg stock cube, a tablespoon or so of smoked paprika, plus some hot paprika or pepper if you like a bit of heat, a can or two of water, a couple of bay leaves and about 6oz washed red lentils. Bring back to the boil - stir a lot to stop the lentils sticking to the bottom of the pan at this stage then simmer for 20 mins.
I don't add any salt, DH has to watch his sodium so it may need more seasoning but undersalting is good if you're going to add cheese to serve.