Add the lentils and stock to a saucepan. Bring to a boil, then reduce the heat and cook, covered, for 20-30 minutes, or until the lentils are tender. Drain.*
Heat the oil in a large pot over medium heat.
Add the onion, celery, and carrot and cook for 6-8 minutes, or until beginning to soften. Stir in the mushrooms and cook for 2-3 minutes, until starting to brown.
Pour in the wine, stirring well to release any browned bits from the bottom of the pot.
Stir in the tomato paste and cook for 2-3 minutes, until it begins to darken.
Add the cooked lentils, milk, and bay leaf.
Simmer for 20-30 minutes, or until the sauce is thick and the vegetables are very soft.
Remove the bay leaf and stir in the Parmesan cheese.