Cook the cotechino according to the package instructions.

Lay the beef slices on the work surface, slightly overlapping them, and place the peeled cotechino in the center. Roll the beef slices tightly around the cotechino and secure with kitchen twine.

Heat 5 tablespoons of oil in a saucepan and add the roast, browning it on all sides. Add the wine and broth and cook uncovered for about 90 minutes on low heat, turning the "roast" occasionally.

Boil the lentils with a bay leaf for 20 minutes. Add the pumpkin cut into pieces and cook for another 20 minutes. Adjust salt and pepper to taste.

Serve the "roast" sliced with the lentils.