1. Bring a medium saucepan of water to a boil. Add the grape leaves and boil for 30 seconds; drain. Blanch the leaves a second time in fresh boiling water. Drain again, pat dry and cut off the stems. Spread the leaves out on a work surface, vein sides up.
2. Light a grill or heat a grill pan. In a shallow dish, combine the thyme, rosemary and lavender. Cut the goat cheese into 12 equal rounds. Lightly roll the edge of each round in the herbs. Set a round in the center of each grape leaf and season lightly with salt. Drizzle each round with 1/2 teaspoon of oil and wrap them in the leaves. Lightly brush the packages with olive oil.
3. Grill the packages over moderately high heat for 2 minutes per side, until the leaves are crisp on the outside and the cheese is slightly melted. Serve with grilled bread.