Heat the oven to 180C and line a loaf pan with baking paper.
Heat olive oil in a large frying pan and cook onion and celery for 5 or so minutes until beginning to soften.
Stir in garlic and mushrooms and cook for a further 10 mins.
Add capsicum and carrot and cook for 3 mins then add smoked paprika and cook for another minute.
Add lentils and tomato paste and cook for about a minute, then add stock and simmer over a medium heat until all the liquid has been absorbed and the mixture is pretty dry. This takes about 15-20 minutes, depending on how high you have your stove. Set aside to cool.
Place cooled mixture into a bowl and add breadcrumbs, hazelnuts, eggs, cheese and a big pinch of salt and pepper to taste.
Stir to mix very well then spoon the mixture into the loaf tin and press down firmly to evenly compact and smooth the top.
Cover with foil and bake for 30 mins, then remove the foil and bake for a further 30 mins until quite firm when pressed.
Allow the loaf to cool in the tin for about 10 mins then turn out onto a serving board or plate to slice. It actually slices better the colder it is so you can bake it a day ahead, let it go cold, slice and reheat the next day for serving.
Serve with gravy and your favourite trimmings!
Notes
Use a food processor to chop, slice and grate all of the vegetables.