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Step 1
Begin preparing the lentils by placing them in a medium saucepan and covering with 3 cups of water. Place over high heat and bring to a boil. Allow to cook, uncovered, until lentils are almost done, but just a bit firm at their centers, about 30 minutes. Drain any excess water.
Step 2
While the lentils simmer, begin preparing the veggies. Preheat oven to 400°. Slice eggplant and zucchini into long slabs, about 1/4 inch thick. Brush with olive oil and arrange on baking sheets. Bake until lightly browned and just beginning to soften, about 15 minutes.
Step 3
While the veggies bake and the lentils cook, place potatoes into a medium pot and cover with water. Place over high heat and bring to a boil. Cook until very tender, about 15 minutes. Drain into a colander and return to the pot. Mash with a potato masher, and add cashew milk and garlic. Season with salt and pepper to taste. Add a splash or two more of cashew milk, if needed.
Step 4
Once the lentils have finished simmering, and are drained, coat the bottom of a medium pot with olive oil and place over medium heat. Add onion and sauté until soft and translucent, about 5 minutes. Add garlic and sauté 1 minute more. Add lentils, tomatoes and red wine. Bring to a simmer and allow to cook until liquid is reduced by about half, about 4 minutes. Stir in tomato paste, paprika, cinnamon and cloves. Cook just until thickened up a bit and heated throughout, about 2 minutes. Stir in walnuts and season with salt and pepper to taste.
Step 5
To prepare the Béchamel sauce, place olive oil into a small saucepan and place over medium heat. Whisk in flour and bring to a simmer. Lower heat and allow to simmer, whisking almost constantly, for about 3 minutes. Whisk in milk and bring to a simmer. Allow to simmer over low heat until very thick, about 10 minutes, whisking frequently.
Step 6
If you turned off the oven after baking the zucchini and eggplant, turn it back on, and preheat it to 400°. Arrange about a third of eggplant and zucchini slices in the bottom of a 9 x 13 inch baking dish. Top with about half of lentil mixture, then arrange another third of the zucchini and eggplant layers over lentils, followed by remaining lentils, and then a final layer of zucchini and eggplant. Spread potatoes over zucchini and eggplant, and then spread Béchamel sauce in an even layer over potatoes.
Step 7
Place in the oven and bake until the top begins to brown and you see some bubbling around the sides of the dish, about 30 minutes. Remove from oven and allow to sit for a few minutes before serving.