Cook the lentils according to pack instructions. I normally cook them 'al dente' as I like them a little crunchy rather than mushy. So, I cover them in water (water level should be about 2 cm above the lentils level). Put some salt and boil (covered) on medium fire. When the water starts boiling decrease the fire to low and cook for max 20 minutes.
Meanwhile, chop the red and white onions, the shallots put those in a pan, add about 180 ml water and some salt and pepper and cook (covered) for 10' till nice and soft. When the water has gone down, add the olive oil and cook for 2 more minutes. Switch off the heat and add 3/4 of the balsamic vinegar along with 1/2 tbsp cider vinegar.
While onions and lentils are cooking, in a deep frying pan put the frozen grilled veggies as well as the spinach over medium fire. They have some oil so no need to add any. When they start sizzling away, lower the fire and cook for about 10-12 minutes tossing occasionally.
Drain the remainder of the water from the lentils and mix with the onion and the vegetables.
Add some fresh thyme and the feta cheese crumbled.
Serve warm or cold.