Pre-heat oven to 180°C (160°C fan-forced). Rinse rice and lentils, drain and set aside.
In a cooktop and oven proof baking dish heat oil and cook onion, mushrooms, garlic and thyme until tender. Stir in rice and lentil mix and stock. Cover with foil or lid and bake for 25 minutes.
Meanwhile, toss capsicum and zucchini in a little extra oil, bake for 20 minutes. Add cherry tomatoes to the tray and cook for a further 10 minutes.
Remove rice from the oven, fluff up with a fork and gently fold in the roasted vegetables. Sprinkle with balsamic vinegar and finish with feta and basil.