Rinse the puy lentils under running water and then place in a pan with the thyme and three times the volume of water. Bring to the boil and simmer for 20 minutes. Drain and place in a bowl with the olive oil.
Put the red peppers in a baking tray and roast in a hot oven for 20 minutes until the skins are slightly charred. Allow to cool then slip off the skin, remove the seeds and slice thinly.
Add the peppers, olives, parsley and lime juice to the lentils and stir. Season to taste.