Return the cooked bacon to the pot and add the lentils, stock, water, thyme, bay leaf, salt, and pepper. Bring to a boil, then reduce the heat and simmer the stew, partially covered, until the lentils are tender—about 45 minutes.
Brown the sausage links in a separate skillet over medium heat until they are cooked through. Remove from the pan and slice into bite-sized pieces when slightly cooled. Add the sausage to the stew during the last 10 minutes of cooking.
Add the sherry vinegar and cilantro to the stew, and adjust the salt and pepper to taste.
