Heat the oil on a 3-qt saucepan over medium-high heat. Add the onion and garlic and cook, stirring until softened. Add the water and bay leaf and bring to a boil. Stir in the lentils and return to a boil. Reduce the heat and simmer 30 minutes. Stir in the tomatoes wit the liquid, breaking them up with the back of the spoon. Add the wine, tomato paste, sugar, basil, oregano, thyme, salt, and pepper. Bring to a boil; reduce the heat and simmer 10 minutes longer. Add the zucchini and simmer 15 minutes longer. Discard the bay leaf before serving. This stew is a Louisiana-style chili. You can also serve it as a sauce over polenta or brown rice.