Preheat oven to 425°F. In a medium pot, combine the lentils and enough water to cover by 2 inches. Partially cover and heat to a boil on high. Reduce heat and simmer 15–20 min., until tender, stirring occasionally. Drain well.
Meanwhile, halve each squash lengthwise. With a spoon, scoop out and discard seeds. Trim a very thin slice from curved sides of squash halves to sit flat, cavity-sides up. Brush cut sides with the oil. Arrange cut-sides down on a large sheet pan. Roast 20 min., until tender when pierced with the tip of a knife.
Break up the brown rice in package (do not follow heating instructions) and place in a large bowl along with cooked lentils, Parmesan, zucchini, shallot, garlic powder, thyme, and ¼ tsp each salt and pepper. Stir to combine.
Turn squash cavity-sides up. Season cavities with a pinch of salt. Spoon lentil mixture into cavities, packing tightly. Return to oven and bake 15 min.