1. Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
2. Rinse the lentils under cold water and place them in a medium saucepan with 2 cups of water. Bring to a boil, then reduce the heat to a simmer. Cook for 20-25 minutes or until tender. Drain and set aside.
3. While the lentils are cooking, toss the diced red bell pepper, zucchini, and sliced red onion with olive oil, balsamic vinegar, smoked paprika, salt, and pepper. Spread them evenly on the prepared baking sheet.
4. Roast the vegetables in the preheated oven for 20-25 minutes, stirring halfway through, until they are tender and slightly caramelized.
5. In a large bowl, combine the cooked lentils with the roasted vegetables. Add the chopped parsley, crumbled feta cheese (if using), and lemon juice. Toss gently to combine all ingredients.
6. Taste and adjust seasonings as needed, adding more salt, pepper, or lemon juice to suit your preferences.

Pro tip: If you have any leftovers, they make an excellent filling for wraps or as a topping for toasted bread.