Preheat the oven to 400 degrees F and rinse the lentils under cold water in a sieve.
Heat the olive oil in a large pot over medium heat. Add the onion, carrots, and celery. Cook until the vegetables are softened (about 5 minutes). Add the garlic and cook it for 1 to 2 minutes or until fragrant. Add the lentils, vegetable broth, ½ teaspoon salt, and bay leaf to the pot.
Bring the soup to a boil, then reduce the heat and simmer for 30 to 40 minutes or until the lentils are tender. If the water level is too low and the lentils are too dry, add 1 to 2 cups of water, a little at a time.
Prepare the leeks while the lentils simmer. Place the leeks on a baking sheet and drizzle them with the olive oil. Season them with salt and pepper. Roast them for 15 to 20 minutes until the leeks are tender when tested with a knife and slightly caramelized. Remove them from the oven and set them aside.
When the lentils are cooked, remove about half from the pot with a slotted spoon or a skimmer and set them aside. Blend the remaining lentils and vegetables in the pot using an immersion blender until they are smooth and creamy. If you don't have an immersion blender, carefully transfer the soup to a blender, blend it until smooth, then return it to the pot. Stir in the reserved whole lentils and season the soup with salt and pepper to taste.
Ladle the lentil soup into four bowls. Drizzle it with rosemary oil and top each bowl with a roasted leek half.