Soak lentils in abundant water overnight. Discard those that rise to the top. Drain and cook in plenty of boiling water with the bay leaf (about 30 minutes).
If chestnuts are not previously roasted, make a cut in the rounded part of the outer skin, spread them in a baking tray and bake in a preheated oven (175°C/Gas mark 4) for about 30 minutes or until cooked. Peel off the outer and inner skins, break the chestnuts into small pieces and set aside.
Chop and sauté the chestnuts with the lard/bacon fat in the olive oil with the herbs. When the lard turns golden in colour, add the tomato sauce and water. Season with salt and pepper and set aside.
When the lentils are cooked, save about 1 litre of the cooking liquid and drain the rest off. Add lentils and the 1 litre of liquid to the sauce. Stir and cook over moderate heat for about 10 minutes.
While simmering, fry the slices of bread in olive oil until golden and toasty.
Arrange two slices of the fried bread on the bottom of each soup dish and ladle the lentils onto the bread and serve immediately.