Place the lentils, bay leaves and 2 tbsp of the olive oil in a saucepan. Cover with water and bring to a boil, then simmer for 20 minutes or until the lentils are cooked. Drain in a colander and allow to cool.
Place cooled lentils in a serving bowl. Add the orange juice and remaining 6 tbsp of olive oil, and season with salt and pepper.
Stir the mixture well and marinate for about 30 minutes in the refrigerator. Just before serving, mix in the sliced onion, orange segments, and feta cheese.