Preheat oven to 400°F.

Scrub and dry sweet potatoes. Pierce several times with a fork, rub lightly with oil, and sprinkle with salt. Place on a roasting rack nestled in a baking sheet. Roast 45–60 minutes, until soft. Let cool.

While potatoes are roasting, rinse lentils in a fine-mesh sieve and remove any debris. Add lentils, bay leaves, water, and a generous pinch of salt to a saucepan. Bring to a boil, then reduce heat and simmer 20–25 minutes, until tender. Drain, discarding the bay leaves.

Heat olive oil in a skillet over medium heat. Add mushrooms with a pinch of salt and cook until browned and lightly caramelized, 8–10 minutes. Reduce heat to medium-low. Stir in harissa, smoked paprika, cumin, coriander, and cinnamon; cook 1–2 minutes until aromatic. Add lentils, olives, lemon zest, lemon juice, and capers; stir to combine and heat through. Season with salt and pepper to taste and stir in fresh herbs. If mixture is dry, toss with small amount of olive oil.

Slice each potato lengthwise without cutting all the way through. Scoop a little flesh from the center and stir into the filling to help it cling.

Fill each potato generously with lentil-mushroom mixture. Top with nuts, cheese, or extra herbs, if desired. Serve warm.

To make ahead: Roast sweet potatoes ahead of time and cool completely. Wrap in foil or place in an airtight container and refrigerate for up to 4 days. Reheat the sweet potatoes in a 350°F oven for 20 minutes or microwave 2–4 minutes until hot. For best results, let the potatoes sit at room temperature for 30 minutes before reheating. Filling can also be made ahead, refrigerated for up to 4 days, and reheated on the stovetop.