Soak the lentils in cold water 2 hours. Drain. Put them in a pot with the carrot, onion, bay, thyme, and stock. Cover and simmer until very tender, about 45 minutes. Discard the herbs, let the lentils cool somewhat, then purée in a blender along with the vegetables, working in two batches to avoid an explosive mess. (Remember that if you put something too hot into a blender you may crack it.)
For a very smooth soup, strain it, although it’s not necessary. Add salt and pepper, to taste, along with a squeeze of lemon if you like. Gently reheat the soup.
Heat the olive oil in a small frying pan and sauté the chorizo slices until they curl, about 30 seconds. Turn and fry another 15 seconds. Serve the soup with chorizo rounds on top and with some of the now bright-orange cooking oil spooned around.