For the lentils: tip the soaked lentils into a large saucepan with the thyme, bay and garlic. Cover with the chicken stock, bring to the boil then reduce the heat to low and simmer gently for 20 minutes, or until the lentils are just tender. Set aside to cool then chill until needed.
For the faggots: melt half the butter in a pan over a low heat and gently sweat the onion and garlic for 10 minutes, or until softened and translucent but not browned.
Pour in the madeira, increase the heat to high and boil for 5-10 minutes, or until the madeira has reduced in volume by at least half.
Add the beef stock and boil for a further 10-15 minutes, or until reduced to a thick, syrup-like consistency. Set aside to cool then chill until needed.
In a large bowl combine the minced beef, ox heart and kidney and lamb's liver and mix well. (If you have a food mixer with a paddle attachment you can use it). Season the meat with salt and black pepper then mix in the herbs, egg and the cooled onion and garlic mixture. Cover and chill for 4 hours.
Blanch the cabbage leaves in a large saucepan of boiling, salted water for 1 minute, then drain and resfresh under cold running water. Pat them dry.
To assemble the faggots, divide the meat mixture between the cabbage leaves and roll them up into balls. Wrap each faggot in the caul.
For the shallot gravy: melt the butter in a heavy-based saucepan over a low-medium heat and fry the shallots for 5-10 minutes, or until soft and caramelised.
Pour in the madeira, increase the heat to high and boil for 5-10 minutes, or until the madeira has reduced in volume by at least half. Add the beef stock and boil for a further 10 minutes, or until reduced to a thick gravy.
. While the gravy is reducing, cook the faggots. Heat the remaining butter in a large, heavy-based frying pan over a medium heat and fry the faggots for about 5 minutes, or until golden on the outside. Pour in the beef stock and simmer for 15 minutes.
. While the faggots are simmering, finish the lentils. Melt the butter in a large pan over a medium heat and fry the bacon and vegetables for 10 minutes, until the vegetables are translucent. Stir in the lentils and cook for about 5 minutes, until hot.
. To serve, remove the faggots from the cooking liquid. Arrange the faggots on top of the lentils, pour over the gravy and garnish with the deep-fried shallot rings and dried sage, if using. Serve at once with creamed potatoes on the side.