Toss red pepper halves with 1 tablespoon of olive oil. Place them on a baking sheet and roast until the peppers are very soft and crisp at the edges, about 20 minutes. Allow peppers to cool, then dice into 1/4-inch cubes. Set aside in a large mixing bowl.
Combine lentils and cold water in a saucepan and bring to a boil over high heat. Reduce the heat to low, add a pinch of salt, and simmer, covered, until the lentils are just tender to the bite, about 20 minutes. Remove from heat, drain, and cool. Transfer cooled lentils to the mixing bowl.
Gently mix in the onion, celery, carrots, and parsley. Add 1/2 teaspoon sea salt and freshly ground pepper.
Combine the Dijon mustard, chopped shallots, 1/2 teaspoon sea salt, lemon juice, white wine vinegar, and balsamic vinegar in a blender. Blend on High for 10 seconds. Gradually add olive oil and blend again until the dressing is fully emulsified and smooth. Pour 1/2 cup dressing over lentils and stir gently with a wooden spoon. Taste the salad and add remaining dressing if desired.
