1. In a large saucepan, heat the oil over moderately low heat. Add the onion, garlic, and carrots. Cook, stirring occasionally, until the onion is translucent, about 5 minutes.
2. Add the lentils, water, salt, bay leaf, and thyme. Bring to a boil, reduce the heat, and simmer, partially covered, until the lentils are almost tender, about 20 minutes. Discard the bay leaf.
3. Stir in the smoked sausage and parsley. Cook until the lentils are just tender but not falling apart and the sausage is warm, about 10 minutes longer.
Cooking Lentils: Because salt retards the cooking of legumes, the general wisdom is not to add it until they're almost done. Lentils, however, tend to overcook and fall apart all too quickly, so we put the salt in at the outset.
Wine Recommendation: Tokay Pinot Gris is one of the few white wines big enough to partner dishes that might ordinarily call for a red. Here its full body is more than a match for the sausage, while its nutty notes intriguingly echo the lentils.