Heat the oven to 400°F. Lightly coat 8 cups of a standard muffin tin with cooking spray.
Cook the potatoes and garlic in a large pot of salted water until the potatoes are tender when pierced with a fork, about 15 to 20 minutes. Drain well, then return them to the pot.
While the potatoes cook, place the chopped mushrooms and onion in a large skillet over medium heat. Cook, stirring often, until they soften and most of their moisture has evaporated, about 6 to 8 minutes. Let them cool slightly.
In a large bowl, combine the ground beef, cooked lentils, mushroom and onion mixture, egg, breadcrumbs, 2 tablespoons of ketchup, Worcestershire sauce, thyme, ½ teaspoon salt, and ¼ teaspoon black pepper. Mix gently until combined.
Divide the mixture among the prepared muffin cups, filling each about three-quarters full. Spread the remaining 2 tablespoons of ketchup over the tops. Bake until the centers reach 160°F, about 20 to 25 minutes.
Mash the drained potatoes and garlic with the warm milk, butter, remaining ¼ teaspoon salt, and remaining ¼ teaspoon black pepper. Serve the mini meatloaves warm with the garlic mashed potatoes.