Preheat oven to 400°F Spray 13x9-inch baking pan and medium skillet with cooking spray; set aside.
Combine lentils, water and thyme in medium saucepan. Bring to a boil over high heat. Cover with tight fitting lid, reduce heat to medium-low; simmer 15 minutes or until just tender. Drain.
Meanwhile, cut bell peppers lengthwise through stem into halves. Remove seeds and membranes. Place peppers, cut-side down, in pan. Bake 15 minutes or until tender.
Heat skillet over medium-high heat. When hot, add onion and celery. Cook 3 minutes or until tender, stirring several times. Add undrained tomatoes, salt and black pepper. Bring to a simmer, keep warm over low heat. Stir in drained lentils.
Turn pepper halves over. Place half of tomato-lentil mixture in peppers. Top with half of the cheese. Add remaining tomato-lentil mixture and top with remaining cheeese. Bake 5 minutes more to melt cheese. Serve with rice.