In a medium saucepan, melt the butter over moderate heat. Whisk in the flour until a smooth paste forms. Whisk in 1 cup of the milk until smooth, then whisk in the remaining 1 cup of milk and add the bay leaf. Bring the sauce to a boil, whisking constantly. Reduce the heat to low and cook, whisking frequently, until very thick, about 10 minutes. Scrape into a large bowl. Stir in the goat cheese and season with salt and pepper, then whisk in the egg yolks. Cover and let cool, then stir in the herbs.