Preheat the oven to 350°F fan (180°C).
Add the nuts to the bowl of your food processor. Pulse several times until they are roughly chopped (see step-by-step pictures in post above).
Drain the canned lentils. Add the lentils, oats, flax seeds, vegetable broth, garlic powder, nutmeg and thyme to your food processor. Blend until combined. It doesn't have to be perfectly smooth. Add it to the mixing bowl with the nuts and stir to combine. Set aside.
Wash the vegetables. Peel the onion and the carrots. Roughly cut all the veggies into pieces that fit into your food processor or food chopper.
Mince the onion and the carrots in your food processor until you get relatively small pieces (see step-by-step pictures). Add them to a pan with oilve oil. Then, chop the celery and the mushrooms and add them to the pan.
Sauté the vegetables over high heat for 5 minutes while stirring continuously.
Add the sautéed vegetables to the mixing bowl with the nut roast mixture. Stir until everything is well mixed. Transfer to a 9x5 loaf pan that you greased and lined with parchment paper.
Bake the nut roast for 50 minutes on the lowest rack of your oven.
Let the nut roast cool down for 15 minutes before lifting it out of the loaf pan. Preferably wait at least 2 hours before slicing the roast. You can easily make it in the morning or the day before. To serve, reheat the sliced nut roast at 350°F (180°C) for 10 to 12 minutes.