Combine the lentils and enough water to cover in a saucepan; bring to the boil. Reduce heat and simmer, covered, for 20 minutes. Drain and set aside. Pour the stock into the saucepan and bring to simmering point over a medium heat. Reduce the heat so the stock is simmering gently.
Heat the oil in another large saucepan and add the onion, garlic and celery. Cook, stirring occasionally, for about 5 minutes or until softened. Add the red capsicum, ground coriander and cumin. Cook for a further 1 minute, stirring.
Add the mushrooms, rice and lentils and stir to mix.
Pour in the wine and stir to mix. Bring to a gentle boil. When most of the liquid has been absorbed, add a ladleful of the hot stock. Cook and stir until most of the liquid to be absorbed before adding another ladleful of stock. Repeat this gradual addition of the hot stock, stirring frequently, until it has all been added. The rice should be creamy and tender but still with some "bite", and the lentils cooked, 20 to 30 minutes.
Stir in the chopped coriander and season with pepper to taste. Serve hot, sprinkled with the Parmesan and extra chopped coriander.