Preheat the oven to 400 degrees. Place cubed squash on a rimmed baking sheet and toss with olive oil. Season with salt and pepper. Transfer to the oven and roast until squash is tender and beginning to brown, about 35-40 minutes. Set aside.
Meanwhile, heat the bacon in a large saucepan or dutch oven over medium heat. Cook until brown and crisp, about 5 minutes. Add onion, carrots, garlic and thyme. Saute until the onion is translucent and the carrots are beginning to soften, about 3 minutes. Add the lentils and the wine and cook until the wine is almost completely reduced, about 1 minute. Add tomatoes, bay leaf, chicken broth and water. Bring to a boil and then reduce to simmer. Cook until lentils are tender, about 35-40 minutes.
Remove 2 cups of the soup from the pot and transfer it to a blender or food processor. Blend until smooth and return to the pot.
Add kale and continue to cook until the kale is tender, about 5-10 minutes more. Gently stir in roasted squash, vinegar and chopped parsley. Season to taste with salt and pepper. Serve.