Preheat oven to 450°. Coarsely grind coriander and fennel seeds in spice mill or mortar and pestle.
Transfer spice mixture to a small skillet and add chile, garlic, and ½ cup oil. Set over medium heat and cook, shaking pan occasionally, until garlic is golden brown and chile slices have shriveled slightly, about 5 minutes. Season spiced oil lightly with salt and transfer to a small bowl.
Cook lentils in a large saucepan of simmering salted water until tender but still firm, 20–25 minutes. Drain and transfer to a medium bowl.
While lentils are cooking, toss broccolini and lemon on a rimmed baking sheet with remaining 3 Tbsp. olive oil; season with salt. Roast, tossing halfway, until broccolini is charred in spots and lemon is softened, 7–9 minutes.
Pour half of the reserved spiced oil over warm lentils. Add herbs and vinegar, season with salt, and toss to coat.
Divide lentils among bowls and top with broccolini, lemon, and feta. Spoon remaining spiced oil over.
Do Ahead: Lentils (without herbs and vegetables) can be marinated 3 days ahead. Cover and chill.
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