Preheat the oven to 425°F (220°C).
Place the pumpkin cubes on a large baking sheet. Drizzle with 1 tablespoon olive oil, sprinkle with 1/2 teaspoon salt and 1/4 teaspoon black pepper. Toss to coat evenly.
Roast the pumpkin in the preheated oven for 25-30 minutes, turning halfway through, until tender and lightly caramelized. Remove from oven and set aside.
In a large pot or Dutch oven, heat the remaining 1 tablespoon olive oil over medium heat.
Add the diced onion, carrots, and celery. Cook, stirring occasionally, until the vegetables are softened, about 5-7 minutes.
Add the minced garlic and cook for 1 minute until fragrant.
Stir in the cumin, coriander, smoked paprika, cinnamon, crushed red pepper flakes, and remaining 1/2 teaspoon salt and 1/4 teaspoon black pepper. Cook for 1 minute to toast the spices.
Add the rinsed lentils, vegetable broth, diced tomatoes with their juices, and bay leaf. Stir to combine.
Bring the mixture to a boil, then reduce heat to low and simmer uncovered for 25 minutes.
Add the roasted pumpkin cubes to the pot and continue to simmer for an additional 10 minutes, until the lentils are tender and the stew has thickened slightly.
Remove and discard the bay leaf.
Taste and adjust seasoning if needed.
Serve the stew hot, garnished with chopped fresh parsley.