Rinse the lentils and set them aside. Heat the olive oil in a large pot over medium heat. Add the onion, carrots, and celery and cook for 5 minutes until the onion turns soft.
Stir in the garlic, potatoes, thyme, salt, and pepper. Cook for 1 minute. Add the lentils, diced tomatoes with their juice, and vegetable broth. Bring the mixture to a boil, then lower the heat and simmer uncovered for 25 minutes.
While the stew simmers, mix the cornmeal, flour, baking powder, and salt in a bowl. In a separate bowl, whisk the milk, egg, and olive oil together. Pour the wet ingredients into the dry ingredients and stir just until combined.
Drop spoonfuls of the dumpling batter onto the surface of the simmering stew. Cover the pot and cook for 12 to 15 minutes without lifting the lid until the dumplings are firm and cooked through.