Bring a large saucepan of lightly salted water to a rolling boil. Cook the lasagne sheets accorsding to packet directions. Drain well in a colander, cut each sheet in half lengthways.
Heat the vegetable oil in a frypan over medium heat then cook the mince in the hot oil until evenly browned; 7 to 10 minutes. Season with the sage, thyme, salt and pepper. Remove from heat; stir the goat cheese into the cooked lamb.
Spoon about 1 tablespoon of the lamb mixture into the centre of each of the lasagne sheets and roll into a cylinder; arrange on a plate.
Blend the mint, pine nuts and olive oil in a blender until finely chopped but not liquefied; drizzle over the rolls to serve.