In the medium bowl, cover the rinsed lentils with clean water and let them soak for about 10 minutes. Drain.
In the large pot, sauté the onions and celery in the olive oil until they soften and glisten, about 5 minutes. Add the salt and pepper and continue to sauté for another 2 minutes.
Add the parsnips, ham bone, diced ham, water, lentils, and water and bring to a boil. Reduce heat and cook at a simmer until the parsnips and lentils are tender, about 20 minutes. Add more salt and pepper to taste. Remove the ham bone and serve the soup with cornbread.