Rinse and drain the lentils. Then place them in a medium saucepan along with the vegetable broth and bay leaf. Bring to a boil, then reduce heat, cover, and simmer for 15 minutes, stirring occasionally until the lentils are soft but not mushy.
When the lentils are soft, drain any excess vegetable broth, and remove the bay leaf. Set them aside.
Saute the onion, celery, and carrot in a non-stick or stainless steel pan over medium heat until the onion begins to caramelize. Add a small amount of water or vegetable broth if the vegetables start to stick.
Add the garlic and saute for another minute or two, until the garlic is fragrant.
Transfer the lentils, veggies, and remaining ingredients to a large mixing bowl. Stir to completely combine
Line a loaf pan with parchment paper, leaving some paper extending over the two long sides of the pan to assist with removing the lentil loaf.
Transfer the lentil loaf mixture into the loaf pan and pack it firmly.
Cover with foil and bake at 350° F for 30 minutes. Then remove foil, add ketchup or sauce of choice, and bake another 15 minutes uncovered.
Allow the loaf to sit for 15 minutes before slicing.