Put the dry lentils and bay leaf into a pot and cover with two inches of water. Bring the lentils to a boil, then lower to a simmer and cover. Cook according to package instructions until al dente (cooked through, but still firm to the bite), about 15-25 minutes. Start tasting around the 15-minute mark so that you don't overcook them.
While the lentils are cooking, finely dice the vegetables and place them in a large serving bowl.
To prepare the dressing, combine the cumin, paprika, lemon juice, sherry vinegar, lemon zest, and minced garlic in a bowl. Slowly whisk in the olive oil, then adjust the salt and pepper to taste.
When the lentils are tender but not mushy, drain them in a colander and rinse with cold water. Make sure they're well-drained so that the salad isn't watered down.
Add the lentils to the diced vegetables and mix everything together, then pour on the dressing. Adjust the salt and pepper to taste.
Enjoy the salad immediately, or keep in the fridge for up to four days.