Put a Dutch oven or other heavy soup pot on the stove over medium heat. Add the olive oil and let it warm for about 30 seconds.

Add the andouille sausage to the pot. Cook for 4 to 5 minutes, stirring once or twice, until the slices are lightly browned around the edges.

Transfer the sausage to a plate, leaving the fat in the pot.

Add the onion, celery, and green bell pepper to the pot. Cook over medium heat for 6 to 8 minutes, stirring now and then, until the vegetables are softened and the onion no longer looks raw.

Add the garlic and Cajun seasoning to the pot. Stir for about 30 seconds, just until fragrant.

Add the brown lentils to the pot. Stir for a few seconds so the lentils are coated in the seasoned vegetables.

Pour the diced tomatoes and their juices into the pot.

Pour the chicken broth into the pot and add the bay leaf. Use a spoon to scrape up any browned bits from the bottom of the pot.

Raise the heat to medium-high and bring the pot to a boil.

Lower the heat so the liquid bubbles gently. Partly cover the pot and simmer for 20 minutes, stirring once halfway through.

Add the sliced okra to the pot. Stir until it is spread through the stew.

Return the browned sausage and any juices from the plate to the pot.