01 - Heat olive oil in a large pot over medium heat. Add the chopped onion, diced carrots, and diced celery. Sauté for 5 to 7 minutes, stirring occasionally, until the vegetables are softened and the onion is translucent.
02 - Stir in the minced garlic, tomato paste, smoked paprika, and dried thyme. Cook for 1 minute, stirring constantly, until fragrant and the tomato paste darkens slightly.
03 - Add the rinsed lentils, bay leaf, and vegetable broth to the pot. Bring to a boil, then reduce the heat to medium-low and simmer uncovered for 20 minutes, or until the lentils are tender. Season with salt and pepper to taste.
04 - While the stew simmers, whisk together the flour, baking powder, and salt in a mixing bowl. Cut in the cold cubed butter using a pastry cutter or your fingers until the mixture resembles coarse crumbs. Fold in the chopped parsley if using, then pour in the milk. Stir gently just until the dough comes together; be careful not to overmix.
05 - Drop tablespoon-sized mounds of dumpling dough evenly onto the surface of the simmering stew. Cover the pot with a tight-fitting lid and cook for an additional 15 minutes without lifting the lid, until the dumplings are puffed, fluffy, and cooked through.
06 - Remove and discard the bay leaf. Taste the stew and adjust the seasoning with additional salt and pepper if needed. Ladle into warm bowls and serve immediately.