Preheat the oven to 400°F/200°C.

Line a baking sheet with parchment. Place the walnuts onto the sheet and transfer them to the oven for 5 minutes, to toast them. Immediately remove the walnuts from the sheet and set them aside to cool; allow the baking sheet to cool enough to be touched again.

Line the baking sheet with foil. Place the carrots onto the sheet and place another sheet of foil on top of them. Wrap the carrots up with the foil, creating a tight envelope for them. Transfer them to the oven and roast for 20 minutes (for thinner carrots) or 25 minutes (for thicker carrots). Remove the top layer of foil. The carrots will be tender already.

Drizzle the carrots with the avocado oil and maple syrup, then season them well with salt and pepper. Return them to the oven for 10 minutes, or until they’re browning gently and have a glazed appearance. They will be tender all the way through. Remove the carrots from the oven and set them aside.

Heat the olive oil in a large, deep, lidded skillet or heavy-bottomed pot over medium heat. Add the onion, carrots, and celery. Sauté these vegetables for 5-6 minutes, stirring often, until the onion is translucent and the carrots are just tender. Add the lentils, bay leaf, herbs, and broth to the skillet or pot. Bring the mixture to a simmer, then cover and turn the heat to low. Simmer the lentils for 35 minutes, or until all the broth has been absorbed and the lentils are fully tender.

Transfer both the carrots and the lentils to airtight storage containers with lids and refrigerate them overnight. Transfer the toasted walnuts to a mason jar (or another small container) and store them at room temperature overnight, or for a minimum of four hours.

On the following day: place the walnuts into a food processor fitted with the S blade. Pulse them a few times to break them down. Then, add the lentil mixture to the processor. Continue pulsing for about 20 seconds. You should have a lentil and walnut mixture that’s a bit crumbly and the lentils should be partially broken down, though many whole lentils should remain. The mixture will hold together relatively well if you apply pressure to it.

Preheat the oven to 400°/200°C once again. Be sure to thaw your pastry as directed.

If using a 14- or 15-ounce / 400-425g sheet of pastry: lay the pastry onto a large sheet of parchment and dust the top with flour. Use a floured rolling pin to roll the pastry sheet out so that it’s about 13-inches by 15-inches / 36cm by 38cm, or as close to this as possible. If using two 8.5-ounce / 240g sheets, place them side-by-side with the long edges joining. Roll the sheet gently, helping to seal the two sheets together and creating one larger rectangle that’s about 18” by 12”; you’ll end up trimming away some extra pastry at the end, which you can freeze for future use or reserve for a homemade dessert.

Arrange half of the lentil mixture along the long side of the sheet, about 6 inches / 15cm away from the long edge of the sheet. The lentil mixture should be arranged in a layer that’s about 10-inches by 3 ½ inches (25cm by 9cm) and about ¾-inch / 2cm high.

Arrange the carrots on top of this bed of lentils, alternating the direction that the carrots face, so that they end up in two even (or even-ish) layers. It doesn’t have to be perfect, but you want the carrots to stay in place; you may not use every single carrot. Gently arrange the remaining lentils on top of them, patting the lentil mixture down so that it stays put as a top layer.

Brush the long edge of the sheet (next to the lentils) with the aquafaba. Tuck this edge up over the top of the lentil mixture. Holding it firmly in place, roll the whole log of lentils and carrots over, to wrap up your Wellington. When you finish rolling, the lentil layer that was on bottom of the carrots will now be on top, and the puff pastry will surround the whole Wellington. Trim away excess pastry on the long side of the Wellington, then be sure to seal the long edge by pinching and pressing it together.

Next, fold the middle of the short sides into the center of the Wellington. Trim away the bottom flap and tuck the top flap over the side of the Wellington, pinching as you go to help secure it. Repeat on the other side. Brush the entire Wellington with aquafaba. Cut a few diagonal slits along the top, which will allow steam to escape and create a nice visual effect.

Transfer the Wellington to the oven. Bake for40-45 minutes, or until it’s a deep golden brown and nicely puffed all over. Midway through baking, brush more aquafaba all over the Wellington.

Wait 20 minutes before storing the Wellington or slicing and serving. Enjoy! Leftover slices can be stored for up to five days in the fridge or frozen for up to six weeks.