Preheat a large, heavy-bottomed nonstick pan (preferably cast iron) over medium-high heat. Heat the oil, then sauté the onion with a pinch of salt for 3 minutes. Add the mushrooms, garlic, thyme, fennel, smoked paprika, and a few grinds of black pepper and sauté until the mushrooms are cooked, 7 to 10 minutes.
In a food processor fitted with the metal blade, puree the lentils with the tamari, water, and lemon juice until smooth.
Add the mushroom mixture to the food processor along with ½ cup of the bread crumbs and pulse to combine. Do not puree smooth. Leave a little bit of texture.
Transfer the mixture to a large mixing bowl. Add the remaining ½ cup bread crumbs and the chopped walnuts and combine thoroughly. The mixture should hold its shape very well.
Let the mixture chill and firm up for about 30 minutes before proceeding.
Divide the burger mix into six equal portions. Form the portions into patties.
Grill method: Lightly grease the grill and preheat to medium-high. Brush each burger with a little olive oil and cook on each side for about 5 minutes. The grill marks should be dark and the burgers should feel very firm.
Skillet method: Preheat a large cast-iron or heavy-bottomed nonstick pan over medium-high heat. Add a tablespoon of oil. Brush each burger with a little more oil and cook for about 5 minutes on each side, until a firm crust has formed and the burgers feel very firm to the touch.
These burgers taste great right off the grill, but they can also sit at room temperature and be lightly reheated on the grill if needed.