Preheat the Oven: Preheat your oven to 400°F (200°C).
Prepare the Lentil Mixture: In a medium pot, combine the lentils and vegetable broth. Cover, bring to a simmer, and cook for 35–40 minutes, until the liquid is absorbed and the lentils are soft. Mash about two-thirds of the lentils with an immersion blender or potato masher, leaving some whole for texture. This will help the filling hold together.
Make the Flax or Chia Mixture: In a small bowl, mix the ground flax or chia seeds with warm water. Let sit until thickened—about 10 minutes for flax and almost instantly for chia.
Sauté the Vegetables: In a large pot, heat the olive oil over medium-high heat. Add the onion, celery, and carrots, and sauté for about 5 minutes until softened and lightly browned. Add the mushrooms and cook for another 5 minutes, until they shrink and release their juices. Stir in the garlic, thyme, salt, pepper, and cayenne, and cook for an additional 2 minutes. Remove from heat.
Combine the Filling: In a large mixing bowl, combine the lentils, thickened flax mixture, cooked veggies, oats, flour, pecans, and walnuts. Stir well to mix, then set aside.
Roll Out the Puff Pastry: If using pre-rolled sheets, gently unroll both sheets. If your puff pastry is in a block, roll it out on a lightly floured surface to a rectangle about 10 x 14 inches. Transfer each rolled pastry sheet to a piece of parchment paper.
Form the Lentil Loaf: Place half of the lentil mixture down the center of one puff pastry sheet, shaping it into a compact, firm log, leaving a few inches of pastry on either side.
Weave Puff Pastry: Using a knife, cut 1-inch-wide strips along each side of the pastry. Cut off the corners and set aside. Fold the top flap of pastry over the loaf, then fold the side strips over the loaf in an “X” pattern, alternating left and right. Finish by folding the bottom flap up and tucking in any loose ends. Use the set-aside corner pieces to cut decorative shapes (like leaves) if desired and tuck them into the weaved pastry.
Repeat with the Second Loaf: Repeat steps 7 and 8 with the second pastry sheet and remaining lentil mixture.
Brush and Bake: Transfer the loaves to a parchment-lined baking sheet. Brush the tops with plant-based milk or aquafaba. Bake for 40–45 minutes, or until the pastry is golden brown and flaky.
Serve: Serve hot, sliced with vegan gravy or warmed BBQ sauce, alongside classic sides like mashed potatoes, roasted vegetables, and stuffing. For a touch of sweetness, add a dollop of cranberry sauce or relish.