Heat the oil in a large saute pan over medium until shimmering. Add the onion, celery, and carrots, and stir until soft. Add the paprika, tomato paste, and a big pinch of salt to the vegetables. Pour in the water or stock and bring to a simmer. Add the lentils, stir, and cover the pan. Allow the lentils to cook for 20 minutes.
Pour in the tomato sauce (get every last bit out of the can(s) by adding water, swishing well, and pouring all into the sauce. Heat until bubbling over medium, then reduce to a simmer. Cook for 10 minutes, then taste and adjust for salt and pepper.