Heat oil in a saucepan over medium heat. Add onion, 1/2 teaspoon salt, and 1/4 teaspoon pepper; cook until onion is translucent, about 5 minutes. Add mushrooms and garlic; cook until mushrooms are soft, about 5 minutes.
Stir in 2 cups water and lentils; simmer until lentils are very soft and have absorbed the water, about 40 minutes.
In a food processor, puree lentil mixture with goat cheese, curry powder, chili powder, and 1/4 teaspoon each salt and pepper. Add parsley; pulse to combine. Serve at room temperature with grilled or toasted pita bread.