Bring 6 cups water to a boil in a medium pot.  Add lentils and bulgur and boil for 20 minutes.  Add finely chopped onion and salt, continue boiling for another 10 minutes.

In the meantime, in a separate sauce pan, over medium-high, heat oil. Add flour and quickly whisk until all flour is coated in oil.  Add tomato paste and cayenne, if using, and a few spoonfuls of boiling water.  Pour into soup, stir well and serve with fresh hot bread.