Heat the oil in a large pan over a medium heat. Add the onion and carrot and fry until softened, around 5 minutes. Add the garlic, cook for 1 minute until fragrant, then add the mushrooms.
Cook until mushrooms are slightly reduced and start to release water, around 3-5 minutes. Season well, then add the red wine. Bring to a rapid simmer and leave for 5 minutes until wine is slightly reduced.
Next, add the remaining ingredients- green and red lentils, chopped tomatoes, tomato puree, stock, Worcester sauce, soy sauce and smoked paprika. Stir well so that everything is combined.
Simmer, covered for 15 minutes. Remove the cover and stir well, then leave to simmer for a further 15 minutes uncovered**. Stir occasionally to prevent the lentils from sticking to the bottom of the pan.
Notes
*Make sure that your smoked paprika isn't hot smoked paprika, as this will make the ragu spicy!**If you prefer a wetter ragu, you can leave this to cook covered for the full 30 minutes. Just make sure you lift the cover occasionally to stir, as this will prevent the lentils from sticking to the bottom of the pan.