Place the haddock fillets in a large wide bowl and cover with the rock salt. Chill in the fridge for 10 minutes, then rinse the salt off under cold running water. Pat the fish dry with kitchen paper and set aside.
Preheat the oven to 200C/180C Fan/Gas 6.
Heat the vegetable oil in a large casserole dish. Add the onion, season well with salt and pepper and cook for about 10 minutes until softened. Add the garlic and cook for a further 3 minutes. Stir in the smoked paprika, followed by the tomato purée. Cook for 1 minute and then mix in the tomato juice and stock. Season again with salt and pepper and bring to the boil. Add the lentils, mix well, cover with a lid, or foil, and place in the oven for 20 minutes, stirring halfway through.
Remove the casserole from the oven. Place the salted haddock fillets into the mixture, pressing them down with a spoon so they are almost submerged. Drizzle the olive oil on top of the fillets. Pop the lid back on and return the casserole to the oven for 10 minutes. Remove from the oven and leave to rest for 5 minutes, covered, until the fish has cooked through.
Place the mascarpone in a bowl with the milk, lemon zest and a pinch each of salt and pepper and whisk until smooth. Dollop on top of the fish and lentils. Pop the casserole back in the oven for 2 minutes Garnish with the basil leaves and serve.