How to Make It
In a large saucepan, heat the olive oil. Add the onion, fennel, red pepper and garlic and cook over moderately high heat until softened, about 5 minutes. Stir in the lentils, fennel seeds and a pinch of salt. Add the water and bring to a simmer. Cover and cook over low heat until the lentils are just tender, about 35 minutes. Drain the lentils in a strainer and let cool for 15 minutes.
Preheat the oven to 375°. In a large bowl, mix the lentils with the mint, thyme and vinegar. Crumble in the goat cheese, season with salt and pepper and mix well.
Brush a 10-inch glass pie plate with melted butter. Lay 1 sheet of phyllo over the pan; tuck it into the pan and let the ends hang over the side. Brush the phyllo generously with butter. Repeat with 6 more phyllo sheets, rotating each one 45 degrees to create a circle of overhanging phyllo. Spread the lentil filling in the pan and top with the remaining 7 sheets of phyllo, buttering between each one, to make a top crust. Loosely roll up all of the overhanging phyllo to create a 1-inch wide border. Brush the border with butter.
Using a sharp knife, cut the pie into 8 wedges, cutting through the top layer of phyllo only. Bake the pie for about 1 hour and 40 minutes, until the top is golden brown. Transfer to a rack and let stand until cooled slightly, about 15 minutes. Cut the pie into wedges and serve hot, warm or at room temperature.