Place lentils in a 5 to 6 litre slow cooker. Add chicken stock, bay leaf, carrots, celery, onion and ham. Season with Worcestershire sauce, garlic, nutmeg, caraway seed, choice of salt, parsley and pepper.
Cover, and cook on Low for 8 to 10 hours. Remove bay leaf before serving.
You can also make this soup in no time using a pressure cooker. Just cook for 10 to 12 minutes once you've built pressure, and use the Quick Release Method (or follow your manufacturer's instructions for lentils).