Mise en place - Peel and dice the onion. Dice the ham into ½-inch (or smaller) cubes. Finely chop the fresh parsley, enough to yield ½ cup, divided.
Cook the lentils and toss with the ham - Sauté the diced onion until very tender. Add 2 t thyme and the lentils, and stir to coat. Add 6 cups water and ¼ cup parsley, and bring to boil. Reduce heat to medium-low. Cover and simmer until lentils are tender, about 30 minutes. Drain lentils. Toss the diced ham with the drained lentils.
Make the dressing - Whisk oil, red wine vinegar, and Dijon mustard in a small bowl to emulsify. Wash, trim and chop the celery. Peel, and finely dice the red onion.
Dress the lentils and serve - Pour the dressing over the lentils and ham. Add the red onion, celery, and remaining ¼ cup parsley. Toss to combine. Season generously with salt and pepper and serve at room temperature.