Add the onion, both peppers and mushrooms to a large rimmed baking sheet. Drizzle with the olive oil and sprinkle with the salt and pepper. Toss to combine and spread in an even layer. Bake for about 20 to 25 minutes, stirring once halfway through, until tender. Remove the baking sheet from the oven and let the ingredients cool for about 5 minutes.
For the salad:
While the veggies bake, add the lentils and water to a medium saucepan. Bring to a boil, then reduce the heat and simmer for about 20 minutes, until the lentils are tender but not mushy. Drain off any excess water and add the lentils to a large bowl, along with the roasted veggies.
In a small bowl, whisk together the olive oil, garlic, balsamic vinegar, honey, salt and pepper. Add the desired amount of dressing to the bowl with the lentils and toss to combine. Garnish and/or add mix-ins as desired.