Warm the oil in a large pot over medium heat. Add the onion and shallot and lightly brown them, stirring with a wooden spoon, about 5 minutes. Add the squash, cumin, and curry powder and lightly sauté with the onions, about 5 minutes more.
Reduce heat to medium-low, add the broth, and bring to a boil. Cover the pot, reduce heat to low, and cook for 40 minutes. Add the lentils and continue to cook for another 10 to 15 minutes, until the lentils and squash are tender.
Let the soup cool slightly, then transfer it to a blender in batches and puree until creamy, if you like, or stop when some of the squash is still chunky. (Or use a hand blender to blend the soup in the pot.) Season with the soy sauce and nutritional yeast, if using, to taste.
Drink throughout the day. Store leftovers in the fridge for up to 5 days, or freeze in zip-tight plastic bags or glass mason jars (see page 130) for up to 3 months.