In a large dutch oven or heavy bottomed pot, heat the olive oil over medium heat. Add the celery, carrots, onion and butternut squash. Saute for 3-5 minutes until tender. Stir in the lentils, 4 cups broth and 1 cup water and add the bay leaves.
Heat to a boil and reduce heat to a simmer. Cover and cook for 30 minutes, stirring occasionally until lentils start to get tender.
Stir in the tomato paste, garlic, salt, pepper, and worcestershire sauce along with remaining broth and water. Simmer, stirring occasionally with the lid slightly askew for another 15-20 minutes until the beans are quite tender and the broth thickens. Stir in the chopped parsley. Taste and adjust seasonings. Serve.