Preheat the oven to gas 6, 200°C, fan 180°C. Arrange the shallot halves on a baking tray skin-side down. Drizzle with 1 tbsp of the olive oil, scatter over the thyme and season well. Roast for 25 minutes or until cooked and golden. Drizzle over 1 tbsp of the vinegar for the last 10 minutes of cooking.
Meanwhile, mix the remaining oil and vinegar with the mustard; season well.
To serve, divide the rocket, walnuts, goat’s cheese and shallots between four plates. Drizzle over the dressing and top with a slice of prosciutto (for vegetarians, omit the prosciutto).
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