Preheat the oven to 350°F (180 °C) and lightly oil (or spray) a nonstick 8x 4.5x 3-inch terrine dish or loaf pan.
Steam the diced butternut or cook in a large volume of water until tender. Drain and puree with a fork or using a food processor. Add a pinch of salt, stir, and set aside.
Heat olive oil in a large, heavy-bottomed pot over medium heat. Add the onions, celery, and carrot. Cook, stirring often, for 5-6 minutes, or until the onion is soft and translucent. Add and cook for 1-2 more minutes, stirring often.
Add the thyme, rosemary, coriander, smoked paprika, salt, pepper, broth, and lentils to the pot. Bring the mixture to a boil and then reduce the heat to low. Cover the pot and simmer until lentils are very tender about 30 minutes. Remove the pot from heat and add the mashed butternut squash.
Stir the oats and tomato paste into the pot. The oats will absorb most of the remaining moisture in the lentil/butternut squash, and the mixture will thicken. Taste and adjust salt and pepper as needed (salt is important in this recipe).
Press the mixture into a loaf pan. Cover the loaf pan with the lid or a piece of foil and bake for 20 minutes. Remove the foil and then bake for another 10 minutes, or until the loaf is firm to the touch. Allow the terrine to cool down, then place in the refrigerator for at least 2 hours before serving.