In a small saucepan, combine the lentils, vegetable broth, bay leaf, thyme, marjoram, sea salt and pepper. Bring to a boil, then lower the heat and simmer, covered, until the lentils are very soft, about 40 minutes. Remove from the heat and allow the lentils to cool. Discard the bay leaf, thyme, and marjoram.

Meanwhile, preheat the oven to 350 degrees F. Line the bottom and sides of a 9x5-inch loaf pan with parchment paper and set aside.

In a large pot, melt the coconut oil over medium-high heat. Add the onion and saute until it is soft and translucent, about 5 minutes. Add the carrots, celery, mushrooms and broccoli, and saute for 5 more minutes.

Add the peas, lentils, red sauce and tamari to the pot, and continue to saute until the mixture is heated through, about 2 minutes. Remove from the heat and use a potato masher to coarsely mash the mixture. Keep the majority of lentils and veggies whole; mashing a small amount will simply help bind the loaf.

Add the oats and coconut milk to the pot and stir to combine. Pour the mixture into the prepared loaf pan. Use a wooden spoon to spread the lentils evenly and press them down firmly into the edges.

Bake for 40 minutes, or until the edges of the loaf are dark brown and begin to pull away from the sides of the pan.

Remove from the oven. Allow to cool for 10 minutes before removing the loaf from the pan and slicing it.

Serve warm, with your favorite gravy and a salad