Heat the olive oil in a large pot over medium heat. Add the onion, carrots, and celery. Cook for 5 minutes until the vegetables begin to soften.
Stir in the garlic, thyme, paprika, salt, and pepper. Cook for 1 minute until fragrant.
Add the lentils, diced tomatoes with their juice, and vegetable broth. Bring the mixture to a boil.
Reduce heat to low, cover the pot, and simmer for 25 minutes until the lentils are tender.
While the stew simmers, preheat the oven to 400°F. In a mixing bowl, combine the cornmeal, flour, baking powder, sugar, and salt.
In a separate bowl, whisk together the milk, egg, and melted butter. Pour the wet mixture into the dry ingredients and stir until just combined.
Pour the cornbread batter into a greased 8-inch baking pan. Bake for 18-20 minutes until the top is golden and a toothpick comes out clean.
Serve bowls of stew with squares of warm cornbread on the side.