Heat a large frying pan on medium heat. Add oil, lentils, onions, and half of the salt; stir.
Add half of the garlic, and cumin; stir to coat lentils with spices, continue cooking 1 minute.
Add water cover pan. Turn heat down to medium-low and cook, stirring periodically, until lentils are tender, 55-60 minutes.
Lentils can be made in advance.
Preheat oven at 400 degrees.
On a parchment or foil lined sheet pan, drizzle oil, sprinkle half of remaining spices and half remaining salt, spread out broccoli, cauliflower, red bell peppers and cook on middle rack for 15 minutes.
Move vegetables to the side to create space in the middle of the sheet pan for fish.
Sprinkle remaining spices and salt on filets.
Cook in oven on top rack until fish is firm to the touch, about 10 minutes.
Serve fish with roasted vegetables and lentils.