In a medium-sized saucepan over medium heat, cook the chicken stock, water, bay leaves, and lentils. Bring the mixture to a boil, then reduce it to a simmer, and cook the lentils until they are al dente (on the softer side), about 40 minutes. Add more water, as necessary, to keep the lentils from drying out.
In the meantime, fry the bacon until crisp in a dutch oven; remove with tongs to drain on paper towels and set aside, reserving about 2 tablespoons of the bacon fat in the dutch oven.
Add the oil to the bacon fat in the dutch oven; add the leeks and orange peel and sauté over medium heat until leeks are just beginning to soften. Add the fennel, carrots, and a good dose of black pepper, and sauté until the vegetables are crisp-tender. Remove them from the heat until the lentils are cooked.
When the lentils are finished cooking, stir them into the vegetables in the dutch oven, adding a 1/2 cup of the cooking liquid (add more water, if necessary). Bring to a simmer, add the escarole, and cook until it has wilted.
Remove the cooked vegetables and lentils from the heat, and stir in the vinegar and cream. Add salt and pepper to taste and transfer to your favorite serving bowl. Top with crumbled bacon and serve.