To make the lentil filling: Add the lentils to a medium pot with the vegetable broth. Cover, and bring to a simmer and cook for 35 to 40 minutes until liquid is absorbed and lentils are soft, even mushy. Take an immersion blender or potato masher and mash the lentils until about two thirds of the lentils are mush. This lentil mush makes everything hold together nicely.
In a small bowl mix together the flax or chia with water and thicken. Flax will take about 10 minutes where as chia will thicken almost instantly.
In a large pot, heat the olive oil in a pan over medium high heat. When hot, add the onions, celery and carrots and sauté until they soften and begin to brown, about 5 minutes. Add the mushrooms and continue to cook another 5 minutes until the mushrooms have shrunken and become juicy. Add in the garlic, salt, pepper, thyme, and cayenne and sauté about 2 minutes more. Remove from heat.
In a large bowl, mix the lentils, toasted nuts, veggies, flax mixture, oats and flour flour together, and set aside.
To weave the puff pastry: On a lightly floured surface roll out one of the puff pastry sheets until you get a rectangle that is about 10 inches by 14 inches. Transfer the pastry sheet to parchment paper.
Take half of the lentil mixture and form a loaf shape down the middle of the puff pastry, leaving a bit of room at both ends. Pat the mixture into a firm log. Cut strips down each side about 1 inch wide. Cut off the top two and bottom corners and set aside. Now fold up the top flap over the end, then take the top left strip and fold over the loaf. Take the top right strip and fold that over, making an x. Do this all the way down the crisscrossing strips. Try to keep the strips close together leaving only small gaps. Once you get near the bottom, fold the bottom flap up, then finish crossing the last strips tucking the ends into anywhere they look good.wea
If you want to be all fancy, you can use the set-aside corner pieces of pastry to cut little leaf shapes, (or whatever shape you like) and tuck them into the weave. Repeat with the remaining pastry and lentil mixture so you have two loaves. Brush the top with non-dairy milk and move to a baking sheet.
Bake for about 40 - 45 minutes checking every now and then until it's all golden brown and gorgeous. Serve hot from the oven with Quick Vegan Onion Gravy or your favourite BBQ sauce heated up.
You can prepare the lentil mixture up to 3 days ahead of time, store in an air-tight container in the fridge, then wrap your loaves when ready to bake.