Preheat the oven to 180oC/Gas Mark 4.
Place the squash on a baking tray and coat in olive oil, salt and pepper. Bake for 45-60 minutes, or until cooked. Keep your eye on them as they will cook at varying times. Set aside.
Add the oil and onion to a wide-bottomed pan and fry gently on a low heat for around 10 minutes until soft and browning. Add the garlic and fry for 30 seconds more, then add the paprika.
Add the sun-dried tomatoes, tomatoes, Worcester sauce, mushrooms, tamari and harissa; stir to combine and allow everything to soften.
Add the lentils and water. Bring to the boil, then cook on a low heat for 40 minutes. Season to taste, then simmer for a further minute. Turn off the heat and stir in the fresh thyme and olive oil.
Add the butter to a frying pan and melt on a low heat, then add the flour. Stir to combine well.
Add the almond milk and nutritional yeast. Simmer for 5 minutes, stirring constantly to ensure no lumps form. Season well and remove from the heat.
Layer the lentils, then the squash, more lentils, then top with the cheese sauce. Bake in the oven for 25 minutes, then pop under the grill briefly to brown the top.