Heat oil in a 4-quart ovenproof casserole. Add bacon and cook on medium until golden. Remove with slotted spoon.
Pat chicken dry, season with salt and pepper and add, skin side down. Sear until golden on medium-high heat, working in two shifts if necessary. Remove from pan.
Heat oven to 300 degrees F. Pour off all but 2 tablespoons fat from pan.
Add onions, celery and garlic, cook on medium until soft and translucent. Stir in cumin. Add radicchio, vinegar and sage; saute briefly.
Add lentils, stock, and cooked bacon.
Return chicken to pan, bring to a simmer, cover and place in oven. Cook about an hour, until lentils are tender and most of the liquid has been absorbed, but not all.
Check seasoning, adding more salt and pepper if needed, then serve.