Rinse the lentils and leave them soaking overnight in cold water. Drain them and put them in a saucepan with chopped bacon, carrot and onion, and the bay leaf and thyme. Just cover with cold water, and bring slowly to the boil. Reduce the heat and continue simmering until the lentils are soft, adding more liquid if necessary during the cooking. (The lentils can be left to simmer in a low oven if preferred.) Serve them with bacon, pork or ham.