Sauté the onion and garlic with olive oil in a large skillet over medium heat until the onions are soft and transparent.
Once the onions are soft, add celery to the skillet and continue to sauté until the celery begins to soften slightly.
Add the mushrooms, salt, thyme, smoked paprika, and freshly cracked pepper to the skillet.
Continue to sauté until the mushrooms have fully softened (3-5 minutes). Add the tomato paste and flour to the skillet. Stir and cook the vegetables with the flour and tomato paste until the vegetables are coated and the pasty mixture begins to coat the bottom of the skillet (about 2 minutes).
Add the vegetable broth to the skillet, stirring to dissolve the flour and tomato paste from the bottom of the skillet. Allow the broth to come up to a simmer, at which point it will become slightly thicker.
Stir in the cooked lentils and frozen peas and carrots and allow to mixture to heat through.
Preheat the oven to 400ºF. Pour the vegetable mixture into a casserole dish or use your skillet if it is oven safe. Spread the mashed potatoes out over the surface of the vegetables and gravy.
Bake the shepherd’s pie in the fully preheated oven for 15 minutes, or until everything is heated through.