Cook the sausage according to package instructions, which will usually be as follows:
Pierce the pork sausage package on all sides, using a small wooden skewer stick.
Place in a pot of cold water large enough to cover the entire package.
Bring the water to a simmer and simmer for several hours.
Sauté the carrot, celery and onion in olive oil until tender, about 5 minutes.
Stir in the lentils, peperoncino and bay leaves, and cover with salted water.
Cook the lentils according to package instructions or until just tender.
Remove the pork sausage from the package and slice into slices 1 centimeter (1/2 inch) wide.
Place the lentils in a serving dish and add the sliced sausage.
Heat thoroughly in the oven before serving.