Heat the oil a large stockpot over medium heat. Add the onion, shallots, carrots, and celery and sauté, stirring occasionally, until soft, 6 to 8 minutes. Add the garlic, cumin, and chili powder and continue sautéing, stirring frequently, about 2 minutes longer. Stir in the diced tomatoes, bay leaves, thyme, and lentils.

Stir in the chicken stock, raise the heat, and bring to a boil. Reduce the heat and simmer, stirring occasionally, for 45 minutes. Discard the bay leaves and season to taste with salt and pepper.

Off the heat, ladle about a third of the soup mixture into a blender or food processor. Following the manufacturer’s instructions for safely working with hot liquids, carefully puree the batch of soup. Return the puree to the stockpot. Add the cream sherry and lemon juice and stir well.

Ladle the soup into heated bowls. Garnish each bowl with an herb sprig or, if you like, a small dollop of sour cream sprinkled with some chopped chives.