In a large pot over medium heat, add the olive oil and the cumin, cinnamon, paprika, curry, and turmeric. Cook while stirring, about 1 minute, or until fragrant. Add the carrot, onion, and garlic and sweat until onion is translucent. Stir in the tomato paste, and cook about 2 minutes more.
Add the salt, bay leaf, lentils, sugar and stock, and bring to a boil over high heat.
Reduce heat to low and simmer uncovered 30-40 minutes, or until the vegetables and lentils are tender.
Remove from heat, remove the bay leaf, and puree with a stick blender. (Or, let cool to room temperature and puree in a blender in batches.)
Serve topped with a dollop of greek yogurt, a drizzle of chili oil, and lemon wedges.