Meanwhile, combine the lentils, broth or water and bay leaf in a small pot. Bring to a boil over medium-high heat, then reduce heat to maintain a gentle simmer and cook until the lentils are tender, about 23 to 25 minutes. (Add another splash of water if necessary to prevent the lentils from scorching.) Drain off the excess water and return the lentils to the pot. Discard the bay leaf.
Preheat oven to 400 degrees Fahrenheit and line a large, rimmed baking sheet with parchment paper. Place the prepared peppers on the sheet and drizzle with 2 tablespoons olive oil. Use your hands to rub the oil all over both sides of the peppers, then arrange them with the cut side up and sprinkle them with salt and pepper. Bake for 20 to 25 minutes, until the peppers are tender and a little blistered around the edges.