Peel and very finely slice 3 of the onions. Warm a frying pan over a low heat for 1 min, then add ½ tbsp olive oil and the onions. Season well with salt and pepper. Very gently cook, stirring now and then, for 30 mins till the onions are dark brown, caramelised and soft. Keep the heat low.
While the onions cook, tip the rice into a large bowl and cover with cold water. Whisk for 1-2 mins till the water goes cloudy (this is the starch). Drain, tip back into the bowl and cover with more cold water. Leave to soak.
Make the salad: peel and very finely slice the remaining onion. Slice the tops and bottoms off the oranges so they sit up on a board. Slice the peel and pith off them, then slice into thin rounds. Roughly chop the walnuts.
Arrange the sliced orange and red onion on a plate. Top with handfuls of rocket and the walnuts. Drizzle with ½ tbsp oil and a little salt and pepper. Set aside.
Drain the rice, rinse and tip into a large pan. Drain the lentils, rinse and add to the pan too. Pour in 200 ml boiling water. Add a pinch of salt. Cover and bring to the boil, then turn the heat down and simmer for 10-12 mins till the rice is tender and the water is absorbed.
Finely chop the parsley stalks (keep the leaves for later). Stir the stalks into the onions. Add 1 tsp ground cumin, along with a pinch or two of cayenne and ground cinnamon (see our tip). Cook and stir for 2 mins, then taste and season if you think it needs it.
Take the rice and lentils off the heat. Fluff up with a fork to loosen the rice. Add the caramelised onions to the rice and lentils and stir to mix. Spoon into warm bowls. Garnish with parsley leaves. Serve with spoonfuls of Greek yogurt and the salad.