Heat olive oil in large saucepan over medium-high heat. Add onion, celery, and carrot; cook, stirring occasionally, for 8 to 10 minutes or until vegetables are tender.
Stir in water, lentils, tomato paste, wine, parsley, beef base, salt, and pepper; bring to a boil. Reduce heat to low; cook, stirring occasionally, for 40 to 45 minutes or until lentils are tender.
Ladle soup into bowls; sprinkle with Parmesan just before serving.