Place lentils, onion, bay leaves and 6 cups water in a large saucepan; bring to a boil. Reduce heat to medium-low and cook 25 to 30 minutes, or until lentils are tender. Drain, remove onion and bay leaves, and cool.
Stir together shallot and lemon juice in large bowl. Add lentils, cucumber, tomatoes, mint and oil; stir to combine. Season with salt and pepper, if desired. Chill 1 hour, or overnight. Serve topped with feta.