Preheat the oven to 425°F (220°C).
In a large bowl, toss the pumpkin cubes with 1 tablespoon olive oil, 1/2 teaspoon salt, and 1/4 teaspoon black pepper until evenly coated.
Spread the pumpkin cubes in a single layer on a baking sheet lined with parchment paper.
Roast the pumpkin in the preheated oven for 25-30 minutes, turning halfway through, until tender and lightly caramelized.
While the pumpkin roasts, heat the remaining 1 tablespoon olive oil in a large pot over medium heat.
Add the chopped onion and cook, stirring occasionally, until softened and translucent, about 5 minutes.
Add the minced garlic and grated ginger, cooking for 1 minute until fragrant.
Stir in the ground cumin, ground coriander, ground cinnamon, and cayenne pepper, cooking for another 1 minute to toast the spices.
Add the rinsed lentils, vegetable broth, diced tomatoes with their juice, tomato paste, bay leaf, remaining 1/2 teaspoon salt, and 1/4 teaspoon black pepper to the pot.
Bring the mixture to a boil, then reduce heat to low and simmer uncovered for 25-30 minutes, or until the lentils are tender.
Remove the bay leaf from the stew.
Add the roasted pumpkin cubes to the pot and gently stir to combine.
Simmer the stew for an additional 5 minutes to allow flavors to meld.
Remove the stew from heat and stir in the lemon juice.
Ladle the stew into bowls and garnish with chopped fresh cilantro before serving.