In a large saucepan or skillet, cook the bacon until it renders most of its fat; add the butter, onion, celery and carrot and cook for about 10 minutes, until the vegetables are soft. Add the lentils, bay leaves, thyme and 5 1/2 cups of water; bring to a boil, reduce the heat to a simmer, cover and cook for about an hour.
After an hour, heat another skillet and brown the sausages in a drizzle of oil; add the wine and a cup of water, cover and cook for 10 minutes, flipping once or twice. Tuck the sausages down into the lentils and cook for a few more minutes, drizzling any wine left in the pan over the lentils. Season with salt and pepper and serve hot.