Preheat the oven to 375°F (190°C). Line a 9x5-inch loaf pan with parchment paper, leaving some overhang on the long sides so you can lift the loaf out later. In a small bowl, stir together the ground flaxseed and warm water and set aside for 10 minutes to thicken.

Heat the olive oil in a large skillet over medium heat. Add the onion, celery, carrot and a pinch of salt and cook for 5 to 6 minutes, until softened. Add the mushrooms and cook for 6 to 8 minutes, until their liquid has cooked off and they begin to brown. Stir in the garlic for 30 seconds, then remove from the heat.

Put the lentils in a large bowl and mash about half of them with a potato masher or fork, leaving the rest whole. The mashed lentils help the loaf hold together.

Add the cooked vegetables, walnuts, oats, breadcrumbs, flax mixture, tomato paste, soy sauce, Worcestershire, thyme, sage, smoked paprika, salt and pepper. Mix well, until the mixture holds together when you press it. If it seems too wet, add more breadcrumbs a tablespoon at a time.

Press the mixture firmly into the prepared pan and smooth the top.

Stir together the cranberry sauce, ketchup, maple syrup and balsamic vinegar. Spread half of the glaze over the loaf.

Bake for 35 minutes. Spread the remaining glaze over the top and bake for 15 to 20 minutes more, until the loaf is firm and browned at the edges.

Let the loaf cool in the pan for at least 10 minutes. Lift it out using the parchment and slice with a serrated knife.