In a medium saucepan, heat 2 tablespoons of the vegetable oil until shimmering. Add the onion, carrot and celery, cover and cook over moderate heat, stirring, until softened, 5 minutes. Add the <em>vadouvan</em> and cook, stirring, until fragrant, 1 minute. Add the wine and boil for 1 minute. Add the lentils and 2 1/2 cups of water and bring to a boil. Cover and cook over moderately low heat until the lentils are almost tender, 20 minutes. Uncover and simmer the lentils until slightly saucy, 5 minutes longer. Season with salt and pepper.