Rinse and pick over lentils, discarding any that float to the top or are discolored.
Place lentils in a shallow 3 quart casserole or 9 by 13 inch baking dish along with the water, bay leaf, salt, pepper, marjoram, sage, thyme, onions, garlic, and tomatoes with liquid from can.
Bake, covered, in a 375 degree oven for 30 minutes.
Remove from oven and stir in carrots and celery.
Cover and bake for about 40 minutes more, or until vegetables are tender.
Remove from oven and stir in green pepper and parsley. Sprinkle cheese on top.
Return to oven and bake, uncovered, for 5 more minutes or until cheese is melted.