For the sauce, heat the olive oil in a medium saucepan over medium heat. Add the onion and sauté, stirring occasionally, until softened and translucent, about 5 minutes. Add the tomato paste and cook, stirring, until slightly darker in color, about 1 minute. Add the curry powder and cook, stirring, until fragrant, about 30 seconds. Pour in the red wine, 1/4 cup water, mango chutney, lemon juice and remaining bay leaf and cook until slightly reduced, about 5 minutes. Remove from the heat and allow to cool. Remove bay leaf.