In a large skillet over medium low heat, add the olive oil. One hot, add the onions and stir occasionally for 30-45 minutes to allow to caramelize.
Add garlic, bay leaf, and all seaosnings (dried oregano to red pepper flakes, if adding). Let toast by stirring together constantly for 1 minute. Add tomato paste and mix it with the seasonings and onions. Try to spread out and allow to cook for 1 minute.
Add celery, carrots, and bell peppers. Stir together. Let cook until softened, about 4-5 minutes. Then add in pecans and lentils and stir together.
Add wine and with a wooden spoon, scrap the fond (browning at the bottom of your pan) and combine everything together well. One the wine has soaked into the pan ingredients, add crushed tomatoes, vegetable stock, and coconut milk. Reduce heat to simmer and let cook until lentils are softened (about 30-45 minutes). If you have time, allow to cook for up to 2 hours to thicken and develop even more flavor, stirring occasionally.
Remove the bay leaf. Serve over pasta, rice, baked potatoes, or even just by itself.