How to Make It
In a large saucepan, combine the lentils with the bacon, halved shallot and bay leaf. Add the water and a pinch of salt and bring to a boil. Simmer over low heat until the lentils are tender, about 25 minutes. Drain, discarding the bay leaf, shallot and slab bacon. Let cool.
Meanwhile, preheat the oven to 375°. Spread the pecans in a pie plate and toast until fragrant, about 8 minutes. Let cool, then coarsely chop.
In a large bowl, whisk the oil with the vinegar and season with salt and pepper. Add the lentils, pecans, minced shallot, celery and goat cheese and toss well. Serve right away.