If possible, place the lentils in a large bowl and cover with water. Let soak 1 - 2 hours. Otherwise, cover the lentils with hot water while you prepare the other ingredients.
In a large soup pot or dutch oven, heat the olive oil. Add the onion, fennel, carrot, celery, celery leaves, garlic, bay, thyme, oregano and fennel seed. Cook over medium heat, stirring occasionally, until tender, 5 - 10 minutes. Drain the lentils and add them to the pot along with 1 quart of water (if the lentils were soaked) or 6 cups of water (if they weren't) and 1 teaspoon salt. Bring to a boil, then reduce the heat and simmer until the lentils are tender, 20 - 40 minutes (depending on whether the lentils were soaked). Remove the bay leaf and thyme sprigs, and taste for salt.
While the lentils are cooking, get on with the chestnuts. If fresh (are you crazy? Didn't you read my post?!), score an X in the flat side of the chestnuts. Place the chestnuts in a casserole with 1/4 cup water. Cover and roast in a 400º oven for 30 - 60 minutes, until the shells begin peeling themselves away. Keeping the pan covered, work with chestnuts that are as hot as you can stand, and peel away both the shell and the membrane. If you have a lot of chestnut dust, you can shake the nuts in a colander to remove it. Chop the chestnuts into small chunks.
Heat the 3 tablespoons of olive oil in a skillet. Add the chopped chestnuts, fennel seed, thyme leaves and a few pinches of salt. Saute over medium-low heat for a few minutes, then add the tomato paste, mashing it smooth, and stir in the wine. Reduce the heat to low and cook, stirring a few times, until the liquid is thick and reduced.
When the lentils are cooked, add the chestnut mixture to the pot. Simmer a few minutes to meld things together, then taste for seasoning.
In another skillet, warm a tablespoon or two of oil over medium heat. Add the bread cubes and cook, tossing occasionally with a metal spatula, until crisp and browned on all sides. Add a few pinches of salt to taste.
Serve the soup with a handful of croutons, a drizzle of olive oil, and a sprinkling of parmesan and minced parsley.
The soup keeps well in the fridge for up to a week. Thin with a bit of water if necessary, as the lentils will continue to drink up the broth.