Preheat oven to 180 degrees C. Lightly grease a large baking dish.
Arrange the salmon fillets in the baking dish. Make small incisions in each fillet and stuff with equal amounts of the goats cheese. Mix the mayonnaise and mustard and spread equal amounts over each fillet. Season with salt and pepper.
Bake salmon 15 minutes in the preheated oven or until easily flaked with a fork.