In a saucepan sauté the carrots, onions, celery, and cumin. Stirring frequently, scraping up the browned bits at the bottom of the pan, cook until softened, about 5-7 minutes. Add the garlic and cook a minute more, until fragrant.
Add in the rinsed lentils, stock, water, thyme, bay leaf, salt and pepper. Bring to a boil and reduce the heat to a simmer. Cook partially covered until lentils are tender, about 40 minutes.
While the lentils are cooking, heat a frying pan on medium heat. Add the Italian sausage links. Gently cook, browning on all sides, until just cooked through.
Remove from pan, let cool enough to handle. Cut into pieces of desired length (1 to 2 inches, or you can just keep whole) and add to stew for the last 10 minutes of cooking.
Add sherry vinegar and parsley to stew. Add more salt and freshly ground black pepper to taste.