Peel and cube the sweet potatoes. Add them to a large pot and add enough water to cover them by several inches. Bring the ingredients to a boil, then decrease the heat so they are simmering. Cover the pot and cook the potatoes until they are tender when pierced with a fork.
When the potatoes are done, drain them and allow them to cool a little. Transfer them to a large bowl. Sprinkle the paprika and salt over the potatoes. Use a potato masher to mash them smooth. You can also use a hand beater or food processor to mash them.
While the potatoes cook, start the lentil filling.
Heat a large skillet or large saucepan to medium heat. Add the onions, celery, and carrots. Cook them for 5 minutes until they soften and get translucent.
Add the garlic and stir for 30 seconds, then add the Marmite. Immediately add the red wine and stir it to deglaze the bottom of the pot.
Add the tomatoes, thyme, and Worcestershire sauce. Stir the bottom of the pot to release any stuck-on bits of ingredients.
Stir in the red lentils and bring the pot to simmer. Cover the pot, leaving an air vent. Simmer the lentils for about 15 minutes or until they are tender and get creamy. If the lentils start to dry before they are tender, add a bit of vegetable broth or water.
Taste the filling and add salt and/or black pepper if desired.
Preheat the oven to grill. See the notes for baking shepherd’s pie from cold.
Transfer the lentil mixture to a casserole dish (9 x 13 inches). Spread the filling evenly. Use the back of a spoon to spread the mashed sweet potatoes in an even layer over the top of the filling.
Place the casserole dish in the oven and grill for 15 minutes until the top is golden brown.
Remove the pie from the oven and let it sit for 5 minutes. Then serve it.