In a large skillet, heat the olive oil over medium heat and add the onions and garlic. Sauté them until the onions are translucent. Add the celery, carrots, and mushrooms and sauté for an additional 5 minutes.
Add the lentils, vegetable broth, tomato paste, liquid smoke, vegan Worchestire sauce, soy sauce, and spices. Bring the skillet to a boil and then reduce to a simmer. Cover and simmer for 30 minutes
Score the wellington by making diagonal cuts about 1 inch apart. Then, turn and cut it the other way diagonally so that you have diamond shapes on your loaf.