Combine the lentils and 2 ¼ cups of water in a medium pot. Bring to a boil, then partially cover and reduce to a simmer. Cook for 20-25 minutes, or until lentils are tender, but not mushy. Drain and set aside to cool.
Process the oats in the small bowl of a food processor until they're finely chopped—they should be almost the consistency of flour, but not quite. Transfer to a small bowl.
Slice 4 ounces of the mushrooms and set them aside. You'll use those later for the gravy. Quarter the remaining mushrooms and pulse them in the food processor until finely chopped.
Preheat oven to 375ºF. Line a baking sheet with parchment paper.
Once the lentils have cooled a bit, put them in a large bowl. Use a wooden spoon to mash them a little bit. You don't want them to be completely mashed; about half of the lentils should still be intact. But mashing them a little bit helps your steaks stick together. Stir in the chopped mushrooms, oats, 1 tablespoon of tamari, ketchup, 1 teaspoon of thyme, Worcestershire sauce, sage, and garlic powder. Season with salt and pepper to taste, then fold in the egg.
Form the steak mixture into 8 small patties, about the size of your palm. Place them on the parchment-lined baking sheet. Once you've shaped all the patties, put them in the oven and bake them for about 25 minutes, until they're browned on the outside and hold together.
While the steaks are cooking, start the gravy. Heat the olive oil in a large skillet over medium heat. Add the onions and cook for about 3 minutes, until just beginning to soften. Add the mushrooms and cook about 5 minutes more, stirring occasionally, until the mushrooms are browned and have released their juices. Pour in the wine and increase the heat to medium-high. Cook until the wine has just about evaporated, about 2 minutes. Add the remaining tablespoon of tamari, the remaining teaspoon of thyme, and the mushroom or vegetable stock. Once the stock comes to a boil, let the gravy cook down for about 8 minutes, until it's reduced and thickened slightly, stirring occasionally.
Whisk the flour and 2 tablespoons of water in a small bowl. Pour this mixture into the gravy and reduce the heat to low. Simmer for 2-3 minutes, until the gravy has thickened. Remove from heat and season with salt and pepper to taste. The gravy will thicken as it cools. Spoon the gravy over the steaks to serve.