Cook the lentils. Add the soaked lentils into a medium pot, cover with water by several inches, and bring to a boil over high heat. Reduce the heat to medium-low, season with salt, and simmer, uncovered, until the lentils are fully tender, 20-30 minutes. Top with water as necessary to keep the lentils submerged at all times. Sample a lentil at the 20-minute mark to see how tender the lentils are. You're looking for a just tender lentil with a tiny bit of bite. Once cooked, drain the lentils. Sauté the mushrooms and vegetables. Heat the olive oil in a medium skillet over medium heat. Add the onion and garlic and sauté until translucent, 5-7 minutes. Add the mushrooms, carrots, and celery, season with salt, and sauté until the vegetables begin to soften, 3-5 minutes. Add the marjoram, thyme and rosemary and sauté until fragrant, about 1 minute.
Preheat the oven. Arrange a rack in the middle of the oven. Heat the oven to 375°F/190°C.
Process all the lentil loaf ingredients. Add the walnuts into a food processor fitted with an S blade and pulse until the walnuts are coarsely ground. Add the rest of the ingredients and pulse to loosely combine, pausing to scrape down the sides as necessary. Be careful not to purée. If the mixture is too wet, add more chickpea breadcrumbs. If it's too dry, pulse a little more.
Season. Taste and adjust the flavor as needed, adding more salt for saltiness, marjoram for a floral aroma, thyme for an earthy flavor with lemony-minty undertones, and rosemary for a woodsy flavor with aromas of lemon and pine.
Bake. Transfer the lentil mixture into a parchment-lined loaf pan, spread, and press into an even layer. Brush the top with a little bit of oil to help the loaf retain moisture. Bake the lentil loaf, uncovered, until golden brown on the edges and slightly dry to the touch, 35-45 minutes. Remove from the oven and let cool slightly, 10-15 minutes. Then gently remove from the pan.
Serve. Carefully cut the loaf into 12 even slices and serve it with a side of mashed potatoes and gravy.
Store. Leftover lentil loaf keeps well in an airtight container in the refrigerator for up to 5 days. For longer term storage, freeze in an air-tight container for up to 3 months.
Reheat. Slice the loaf first (if it’s not sliced already). Then lay the individual slices on a bare baking sheet and reheat in a 350°F/175°C oven until warmed through (the time will vary depending on whether reheating from refrigerated or frozen).