Place rinsed lentils in a pot with 3-4 cups water and simmer until cooked (approximately 20-30 minutes). Drain, place in a large bowl and set aside.
Drain and rinse chickpeas and add to bowl with cooked lentils.
Dice sweet potato, zucchini, onion and pepper into 1/2 inch pieces, place on baking sheet and drizzle with olive oil, red wine vinegar, mixed herbs, salt and pepper. Toss to coat and spread evenly. Place in oven. Check vegetables every 5-10 minutes to ensure they're not burning, and stir occasionally. Once they tender and browned remove from oven to cool, the add to bowl with lentils and chick peas.
Add remaining oil, balsamic vinegar, salt an pepper to bowl and stir to combine.
Crumble goat cheese and stir gently into the mixture.
If eating immediately serve lentils on a bed of rocket. This salad keeps well in the fridge for several days, but only add the rocket before eating.