To food processor container, add walnuts and pulse a few times into fine pebbles. Add mushroom mixture, sweet potato, chipotle peppers, and thyme, and pulse to combine. Lastly, add lentils, oats, tomato paste, soy sauce, and cumin; pulse to loosely combine—but not to puréed. Divide among muffin cups and bake for 30 minutes. Spread barbecue sauce over tops and bake for another 10 minutes. Remove from oven and let rest for 10 minutes in pan. Then gently remove and serve.