Check over the lentils for any little stones, then rinse in cold water. Tip them into a saucepan, add enough cold water to cover them by 5cm and bring to the boil over a high heat.
Reduce the heat and leave them to simmer for about 30 minutes or until just tender but still a little al dente. Drain, reserving the cooking liquid, and set to one side.
Put the olive oil, garlic, onion and carrot in a wide, shallow pan over a medium heat and cook gently for 15 minutes or until the vegetables are soft and just beginning to colour. Add the Serrano ham and fry for another 5-6 minutes.
Stir in the pimentón, tomatoes and wine and simmer for 5-6 minutes or until the mixture cooks down into a thick sauce.
Stir the lentils into the sauce with 150ml of the reserved cooking liquid, the chopped parsley, 1½ teaspoons of salt and some pepper. Simmer for a further 5-6 minutes.