Heat the oil in a large casserole pot and fry the sausages gently for 8 minutes, turning every now and then until nicely browned all over. Transfer to a plate and set aside.
Add the onions and cook for 5 minutes, until golden and softened. Add the butternut squash, sprinkle over the smoked paprika and cook together for a few seconds longer.
Stir in the chopped tomatoes, chicken stock, tomato purée and thyme. Bring to a simmer.
Carefully add the sausages back to the pan with the lentils and return to a simmer. Cover the pan loosely with a lid and leave to simmer very gently for 20-25 minutes, until the lentils and butternut squash are tender, stirring from time to time.
Add the kale and allow to simmer for another 10 minutes with the lid off, stirring occasionally until the sauce is thick. Stir through the fresh parsley. Season to taste with freshly ground black pepper to serve.