Heat the oil in a large saucepan over medium heat. Add the onion and cook until soft, about 5 minutes. Pour in the lentils and broth. Bring the lentils to a boil, then partially cover and reduce heat to low. Simmer for about 20 minutes, or until most of the liquid has absorbed and the lentils are tender enough to eat, but still firm enough to hold their shape. Add remaining ingredients and simmer on medium heat for about 20 minutes, or until thickened. Serve on toasted buns.