Preheat the oven to 350°F. Line a large baking sheet with parchment paper.
Prepare the mushrooms: Add the mushrooms to a food processor and pulse until they are minced into small pieces (stop when they still have some texture—the goal is not to liquefy them). Remove the mushrooms from the food processor.
Prepare the oats: Add the oats to the food processor (no need to clean the food processor first) and pulse until the oats are coarsely broken down.
Cook the shallot: Heat a large sauté pan over medium heat. Add the shallot and a splash of water and cook, stirring occasionally, for 3 to 4 minutes, or until soft. Add additional water at any point if the shallot starts to stick to the pan.
Cook the mushrooms: Add the mushrooms to the pan and cook, stirring occasionally, for 6 to 8 minutes, or until the mushrooms are browned and most of the liquid has cooked off.
Cook the celery, tamari, and miso: Add the celery, tamari, and miso. Stir well to combine, and cook for an additional 3 to 4 minutes.
Add the remaining ingredients: Add the vegetable broth to the oats and stir to combine. Add the broth-oat mixture to the pan, along with the brown rice, lentils, nutritional yeast, garlic powder, dried rosemary, dried sage, dried thyme, and kosher salt (if using). Stir well. Remove from heat.
Roll: Roll the mixture into 16 large balls and place them on the prepared baking sheet, ensuring adequate space between them.
Bake: Bake the lentil meatballs for 30 to 35 minutes, or until the edges are starting to brown and the meatballs are somewhat firm. Serve immediately.