Rinse the lentils thoroughly and combine with vegetable broth in a large saucepan. Bring to a boil, then reduce the heat and simmer uncovered until tender, about 20 minutes. Drain any excess liquid and set aside.
While the lentils cook, preheat the oven to 375°F (190°C). In a skillet, heat olive oil over medium heat. Add chopped onion and cook until translucent and fragrant, about 5 minutes. Stir in minced garlic and cook for another minute.
Add diced carrots, parsnips, and butternut squash to the skillet. Sauté for about 10 minutes, stirring occasionally until the vegetables start to soften and develop some color. Mix in chopped thyme, salt, and pepper to taste.
Transfer the cooked vegetables to a baking dish. Stir in the cooked lentils, blending everything evenly. Taste and adjust seasoning; add soy sauce or balsamic vinegar if desired for extra depth.
Meanwhile, peel and chop sweet potatoes. Boil them in a separate pot until very tender, about 15-20 minutes. Drain and transfer to a mixing bowl.
Mash the sweet potatoes with a potato masher until smooth and creamy. Season with a pinch of salt and pepper, and set aside.
Spread the mashed sweet potatoes evenly over the lentil and vegetable filling in the baking dish, smoothing the surface with a spoon or spatula. If desired, sprinkle with smoked paprika for added flavor.
Place the assembled casserole in the preheated oven and bake for 25-30 minutes, until the top is slightly golden and the filling is bubbling around the edges.
Once baked, remove the dish from the oven and let it rest for a few minutes. Garnish with fresh herbs if desired, then serve hot for a hearty, seasonal dinner.