Combine the lentils and 2 quarts water in a medium stockpot and bring to a boil over high heat. Reduce the heat to low and simmer until the lentils are soft about 20 minutes. Drain the lentils and allow to cool.
Add 1/4 cup of the olive oil to a large frying pan and sauté the onions, carrots, celery, garlic, thyme, and salt over medium-high heat, stirring frequently, for about 10 minutes, until the vegetables are tender and just beginning to brown. Add the tomato paste and continue to cook, stirring constantly, for 3 minutes. Add the mushrooms and cook, stirring frequently, for 10 more minutes, or until all the liquid is absorbed. Transfer the mixture to a large bowl and allow to cool to room temperature. When cool, add the lentils to the vegetable mixture.
Add the eggs, Parmesan, bread crumbs, parsley, and walnuts to the cooled vegetable mixture and mix by hand until thoroughly incorporated. Place in the refrigerator for 25 minutes.
Preheat the oven to 400°F.
Drizzle the remaining 2 tablespoons olive oil into a 9×13-inch baking dish and use your hand to evenly coat the entire surface. Set aside.
Shape the mixture into mini burgers (about 1 1/2 inches), making sure to pack the vegetable mixture firmly. Place in the prepared baking dish, allowing 1/4-inch of space between the burgers.
Roast for 30 minutes, or until the mini burgers are firm and cooked through.
serve with marinara sauce.