Grease and base line eight 150 ml ramekin dishes. Mix the nuts with the breadcrumbs and Parmesan. Use to coat the ramekins, reserving some to sprinkle on the top.
Melt the butter in a small pan. Add the flour and cook for 1 minute, stirring constantly. Remove from the heat and stir in the milk. Cook, stirring over a moderate heat until the mixture forms a thick sauce. Cool slightly, then beat in the egg yolk and goats' cheese. Season.
Whisk the egg whites with a pinch of salt and the lemon juice until they form stiff peaks. Using a large, metal spoon, fold the cheese mixture into the egg whites.
Divide among the dishes and top with the remaining crumb mixture. Place in a roasting tin, half fill with boiling water and bake at 190 C / 375 F / Gas 5 for 12-15 minutes.
Cool for 10 minutes, then turn out, remove the lining paper and invert onto an oiled baking tray. Return to the oven or place under a hot grill to brown. Serve with salad leaves, dressed with nut oil vinaigrette.