Melt the margarine in a medium saucepan, add the flour and cook, stirring, for 1 minute. Gradually add the milk, whisking all the time, and cook for 2 minutes until thickened.
Remove the pan from the heat. Beat in the egg yolks one at a time, then stir in the goats' cheese. Season well.
Whisk the egg whites in a large bowl until they form firm peaks, then gradually fold them into the cheese mixture with the herbs. Transfer to four lightly oiled ramekins, sprinkle over the Parmesan, then bake in a preheated oven, 190°C (375°F), Gas Mark 5, for 10–12 minutes until risen and golden.
Toss together the rocket and dressing and serve with the soufflés.