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Heat 1 tsp of the oil in a small non-stick frying pan. Tip in the shallot and fry for a few mins until softened. Transfer to a plate and set aside to cool. (No need to wash the pan, you can use it later.)
Meanwhile, put 4 of the eggs in a medium pan, covering well with cold water. Bring to the boil – as the water starts to bubble, set the timer and boil for 5 mins. When cooked, pour off the boiling water and cool the eggs under cold water to stop them from cooking further. Mash the lentils well in a medium bowl with the back of a fork, then stir in the pork mince, sage, 2 tsp of the chives, the mustard, nutmeg, cooled shallots, a pinch of salt and a generous grating of black pepper. Peel the shells from the eggs and pat dry with kitchen paper.
Divide the meat mix evenly into 4. Tip the flour onto a plate and roll in each egg to coat, tapping off any excess. Pat down a quarter of the meat mix on the work surface to a 12-13 cm circle, using the rest of the flour to keep it from sticking. Cup the circle in your hand and place one of the eggs in the centre. With both hands, pat, press and ease the meat mix around the egg until it is completely and evenly covered. Seal really well so there is no join, then pat and roll it into a good shape on the floured surface. Repeat with the rest of the meat mix and cooked eggs.
Mix the panko crumbs on a large plate with the remaining chives. Beat the remaining egg on a plate, brush some all over each coated egg (you won’t use it all), then roll the eggs in the panko crumbs, patting them on to stick. Lay the eggs on a baking parchment-lined baking tray and chill for 20-25 mins (but not overnight). Heat oven to 190C/170C fan/gas 5.
Heat 2 tsp of the remaining oil in the pan you used for the shallot. When quite hot (it is hot enough when a few panko crumbs dropped in sizzle immediately and start to brown), put in 2 of the scotch eggs and roll in the oil to coat them well. Set the timer for 2 mins, then fry, turning often, to brown all over. You are just browning, not fully cooking the eggs at this stage, so don’t overcook or the coating may start to split. Transfer to the lined baking tray and repeat with the remaining eggs, lowering the heat slightly if the pan gets too hot.
Bake the scotch eggs for 12 mins. Remove and lay them on kitchen paper to drain and leave to cool slightly. Halve the scotch eggs using a sharp knife and serve slightly warm or cold. Best eaten the same day or, when cold, can be stored overnight in the fridge in an airtight container.