In a large pot, over medium heat, cook lentils, thyme, carrot, celery, onion, sea salt and freshly ground black pepper to taste and enough water to cover the lentils for 15 to 20 minutes until the lentils are fork tender. Drain the water and place the lentils and vegetables in a bowl.
In a small bowl, add olive oil, balsamic vinegar, mustard, shallot and sea salt and freshly ground black pepper to taste. Whisk to combine. Pour over lentils and add parsley, walnuts, and goat cheese.
On an indoor grill, grill sausages 5 to 7 minutes per side until cooked through.