Combine lentils, bay leaf, and water in a small saucepan. Bring to a boil, then simmer over low heat for 10 minutes. (Yes, the lentils will be undercooked—don't cook them for the time indicated on the package!) Remove from heat, drain, and cool slightly. Discard bay leaf.
Add mushrooms and lentils to food processor. Pulse until coarsely chopped.
Heat olive oil in a large skillet over medium-high heat. Add garlic and cook until fragrant (about 30 seconds), stirring constantly. Stir in mushroom-lentil mixture. Cook for about 4 minutes or until browned, stirring constantly.
Add red wine to skillet and cook until evaporated. Stir in broth, soy sauce, oats, and Italian seasoning. Continue to cook, stirring constantly, until liquid has been absorbed. Remove from heat. Season with salt and pepper to taste and allow to cool slightly.
Preheat oven to 350°F.
Line a baking sheet with parchment paper (or spray it with oil or cooking spray). Divide the burger mixture into 4 patties and pat them into shape on the baking sheet. You want them to be pretty tightly packed because that will help them hold their shape.
Bake them for 20–30 minutes, or until the patties are browned and cooked through. Use a spatula to carefully transfer patties to buns, then top them with all of your fabulous burger toppings.
Craving more veg-friendly recipes? Shop our collection of vegetarian and vegan cookbooks, including our new Vegan Thanksgiving and Vegan Christmas cookbooks!