1. Remove casing from sausage. Heat a 4-quart saucepan over medium-high heat. Add oil to pan; swirl to coat. Add sausage to pan, and cook until browned; stir to crumble. Add onion, celery, and carrot; sauté 4 minutes or until tender. Add garlic; sauté 30 seconds.
2. Stir in 7 cups water and next 6 ingredients (through bay leaves). Bring to a boil; stir in lentils. Return to a boil; reduce heat, and simmer, uncovered, 40 minutes or until lentils are tender.
3. Stir in spinach; cover and cook 2 minutes or just until spinach wilts. Remove and discard thyme sprigs and bay leaves. Ladle soup into bowls, and, if desired, sprinkle evenly with cheese.