Heat the oven to 350 degrees F (176 C) and line a standard loaf pan (or 8x8-inch baking pan) with parchment paper. Set aside.
Heat a large cast-iron or metal skillet over medium heat. Once hot, add half the oil and mushrooms. Sauté then cover and cook for 5 minutes, stirring frequently. Once softened and reduced in size, add the vegan Worcestershire and stir to coat. Cook for another 3-4 minutes or until caramelized. Set aside.
Meanwhile, heat another large cast-iron or metal skillet (or use the same one as you cooked the mushrooms in) over medium heat. Once hot, add the rest of the oil and arrange sweet potatoes in as even of a layer as possible. Then cover and cook for 4 minutes. Flip, add 3 Tbsp (45 ml) water, and cover. Cook for another 3-4 minutes or until tender and browned (but not mushy). Set aside uncovered to cool slightly.
To a large (at least 7-cup) food processor, add nuts and pulse a few times into a loose meal. Then add sweet potatoes, mushrooms, and thyme, and pulse to combine. Add lentils, salt, and pepper and pulse to loosely combine but be careful not to purée.
Transfer mixture to a large mixing bowl and add tomato paste and Worcestershire and stir until a loose dough forms. Then add bread crumbs (we like Ian's gluten-free panko) a little at a time (we used all of the recommended amount) until a thick dough forms. If for some reason it’s crumbly (which may happen depending on the texture of your lentils), scoop half of the mixture back into the food processor and pulse until it’s more finely puréed and then return back to the bowl and stir with the remaining mixture. If for some reason it’s too wet, add more bread crumbs as needed.
Taste and adjust flavor as needed, adding more tomato paste for added moisture / tomato flavor, Worcestershire for depth of flavor, salt for saltiness, or thyme to taste.
Transfer the mixture to the parchment-lined loaf pan, spread, and press into an even layer. Then add ketchup glaze (optional) and spread into an even layer. If not using the glaze, brush the top with a little oil to help the loaf retain moisture.
Bake uncovered for 35-40 minutes or until golden brown on the edges and slightly dry to the touch. Remove from oven and let rest for 10-15 minutes in the pan. Then gently remove and carefully slice and serve.
Leftovers keep for 4-5 days in the refrigerator or 1 month in the freezer. Reheat in the microwave or in a 350-F (176 C) oven until warmed through.
*Vegan Gravy Recipe! *Nutrition information is a rough estimate calculated with avocado oil and Worcestershire and without optional ingredients.