In a large saucepan, over medium heat, add the oil. When the oil is hot, add the onions, celery, and carrots. Season with salt and pepper.
Sauté for 4 minutes. Add the garlic, bay leaves and thyme. Sauté for 1 minute. Add the ham hocks and stock. Bring the liquid to a boil, reduce the heat to medium-low and cook about 1 hour, or until the hocks are tender.
Add the lentils and continue cook for 25 to 30 minutes or until the lentils are tender. Remove from the heat and stir in the parsley.
Re-season with salt and pepper if needed. Remove the ham hocks and remove the meat. Add the ham back into the soup. Ladle the soup into individual serving bowls and serve with crusty bread.