Wash the fennel carefully (beware of the dirt that may get between the first "leaves", as with leeks)
Cut it in half and slice each half.
Peel the onion (or two medium onions), chop them.
In a sauté pan or high-sided skillet, pour olive oil.
Heat oil over medium heat, then add minced fennel and chopped onion.
Add a little salt and stir frequently until fennel and onion are well melted.
Add the bay leaf and lentils and mix well.
Add 3 cups of water, mix again.
As soon as it simmers, cover and let it cook over low-medium heat for about 20 minutes, checking halfway through that the water is not running out (if it is, reduce the heat, add a little water, as many times as necessary).
At the end of the cooking time, check the seasoning, add salt to taste and if necessary.
Serve immediately, if desired sprinkled with chopped parsley and freshly ground pepper