In medium saucepan, combine Lentils, bay leaf and 4 cups cold water. Cover partially and bring to a boil over high heat. Mix well, reduce heat to low and simmer until Lentils are tender, about 12 minutes. Remove bay leaf and stir in 1/2 teaspoon salt. Puree Lentil mixture with an immersion blender or in a blender until smooth. Set aside. Stir spinach and lemon juice into vegetable mixture. Cover and cook until spinach is just wilted, about 2 minutes. Stir in reserved Lentil puree and Cayenne and warm through. Taste and season with salt and Cayenne. Serve hot.