In a medium saucepan, melt the butter over low heat. Add the flour and cook, whisking, until blended. Whisk in the milk, wine, mustard and anchovy paste and cook, whisking, until the sauce is smooth and thick, about 8 minutes. Remove from the heat and stir in the goat cheese and 1 teaspoon of the thyme leaves. Season with salt and pepper and stir in the egg yolks. Scrape the soufflé mixture into a large bowl and press a piece of plastic wrap directly on the surface.