Preheat the oven to 350°F/180°C and prepare a baking dish with cooking spray. (I used a large square pan, but a loaf pan or forming the mix into a loaf shape on a baking tray will also work.)
Whirl the oat in a food processor if necessary and transfer to a large mixing bowl.
Blitz the lentils in the same food processor. You want to see some whole lentils among the pieces. Transfer to the bowl with the oats.
Use the same food processor to puree the squash and add the puree to the mix.
Season as suggested with ketchup, soy sauce, nutritional yeast, etc or use your preferred seasoning.
Use a sturdy spoon or your hands to mix everything together.
Pat the mix into the baking dish and smooth it out.
Bake for 45 - 60 minutes until firm. You can cut into it to judge if it's done enough. You want it to hold its shape but not be dried out.
Cut into pieces and serve.