Wash the lentils, then place in pot with water and bay leaves.
Bring to a boil, lower heat, and simmer, stirring occasionally, until tender but not mushy, about 20-30 minutes. Drain and discard bay leaves. Let cool for a few minutes.
Meanwhile, heat cooking oil, add shallots or onions, garlic, and 1 t salt, and sauté for 10-15 minutes, until lightly colored. Add ¼ c red wine vinegar and cook another 3 minutes, then remove from heat.
Meanwhile, toast the walnuts in a 325° oven for 5 minutes or in a frying pan over medium heat, until golden.
Whisk together remaining T vinegar, ½ t salt, mustard, pepper, and olive oil.
Combine lentils, shallots, walnuts, and dressing in the medium bowl, then gently stir in cheese. Serve warm or at room temperature.