Cook whole spices: Preheat the oven to 400ºF. Place a 9×12” baking dish in the oven to heat up while the oven is preheating. Once hot, remove the baking dish carefully from the oven, add the oil and whole spices, mix well, and set it aside.
Bake the aromatics: Add the onion, garlic, ginger, green chili, and cilantro stems to a food processor, and process until everything is finely chopped. Then add this mixture to the whole spices mixture. Add the ground spices and 1/2 teaspoon salt, mix really well, and even them out. Bake for 15-18 minutes in the preheated oven, stirring once in between.
Once the mixture is somewhat golden, remove the baking dish from the oven and add the tomato paste, yogurt, and veggie stock, and mix really well.
Bake the lentils: Add the drained lentils, peas, carrots, walnuts, and the remaining 1/4 teaspoon salt and mix in. Even it out and cover it with parchment paper. Bake in the oven for 1 hour. Brown lentils take a little bit of time to cook.
Check at the 50-minute mark to see if the lentils are cooked to your preference, and if you need more liquid. add more warm water or stock (roughly 1/2 -1 cup).
Once the lentils are cooked to your preference, remove the baking dish from the oven.
Halve the hot dog buns or dinner rolls and place on top of the lentil mixture and brush them with oil or melted vegan butter. Sprinkle salt, paprika, and place the baking dish back in the oven to bake until the bread is golden, 10-12 minutes.
Remove it from the oven and add cilantro and lemon juice. Slice and serve immediately.