Preheat your oven to 400° and line a baking sheet with parchment paper.
Grind the toasted walnuts and rolled oats in a food processor until they resemble a course meal. Be careful not to over process them, or you’ll end up with walnut butter.
Mix together all of the burger ingredients in a medium-sized bowl. Mash the lentils as you go. (Using a potato masher helps.)
Form the burgers into four patties. If you have one, a ring mold will help shape them, but forming patties by hand is completely fine.
Bake the burgers for 10-12 minutes. Flip them and bake for an addition 8-12 minutes. They should be golden brown and firm.
Serve the burgers on whole wheat buns with your favorite toppings.