Rinse lentils in a colander and pick over to remove any grit. Set aside.
In a large saucepan heat the olive oil over moderate heat. Add the onions, cover and cook 2 minutes. Uncover and cook, stirring occasionally, until they are golden and beginning to brown around the edges, 5-7 minutes . Add the garlic and cook about 3 minutes longer.
Add the onions and garlic to the slow cooker. Stir in the carrots and lentils. Add the tomatoes with their juices, the stock, rosemary, bay leaf, cayenne and sundried tomatoes. Set to cook slow for about 6 hours. You can also choose a quicker setting and let it go for 2-4 hours.
Once cooked, remove and discard the bay leaf. Stir in the goat cheese (it should remain in little clumps). Season with salt and pepper to taste. Serve at once or set aside at room temperature for up to 2 hours.