Preheat the oven to 375°F (190°C). Line a 9x5-inch loaf pan with parchment paper and lightly grease the sides.
In a small bowl, combine the ground flaxseed and water. Let it sit for about 10 minutes until thickened.
Meanwhile, rinse the lentils and cook them in the vegetable broth until tender, about 25 to 30 minutes. Drain any excess liquid and allow the lentils to cool slightly.
Heat the olive oil in a large skillet over medium heat. Add the onion, carrots, celery, and mushrooms. Cook for 8 to 10 minutes until the vegetables are softened and the mushrooms have released their moisture.
Stir in the garlic, tomato paste, soy sauce, vegan Worcestershire sauce, thyme, smoked paprika, onion powder, garlic powder, parsley, salt, and pepper. Cook for another minute until fragrant.
Transfer the cooked lentils, vegetable mixture, oats, and flax mixture to a food processor. Pulse several times until the mixture is well combined but still has some texture. Avoid overprocessing so the loaf stays hearty.
Spoon the mixture into the prepared loaf pan and press it down firmly with the back of a spoon.
In a small bowl, whisk together the ketchup, brown sugar, Worcestershire sauce, and Dijon mustard. Spread the glaze evenly over the top of the loaf.
Bake for 40 to 45 minutes until the loaf is firm and the glaze is caramelized.
Allow the loaf to rest in the pan for at least 15 minutes before lifting it out and slicing. This helps it hold together cleanly.
Serve warm with your favorite sides.