Preheat the oven to 425 degrees F.

Spread aluminum foil onto the work surface. Place beets on foil and drizzle olive oil generously over beets. Seal aluminum foil around the beets and place on a baking sheet. Roast beets for 45 minutes to 1 hour, or until tender.

Remove from the oven, unwrap the beets and cool. When the beets are cool enough to handle, peel and cut into wedges. Place the beets in a small bowl. Sprinkle 2 tablespoons of the sherry vinegar over the beets and season with salt and freshly ground black pepper. Set aside to cool completely.

Place flour in a shallow dish or pan. Whisk together egg and milk in a second small dish. Place bread crumbs in a separate shallow dish or pan. Season chilled goat cheese rounds with salt and pepper. Dredge rounds in flour, shaking off the excess, then in the egg wash, and finally in the bread crumbs, pressing to coat well. Allow the breaded goat cheese rounds to chill in the refrigerator for 30 minutes.

Arrange roasted beet wedges on 6 salad plates. In a small bowl, whisk together the remaining 2 tablespoons of vinegar, Dijon, shallots, parsley, chervil, and chives. Drizzle 1/4 cup extra-virgin olive oil into the vinegar mixture, whisking to combine. Place frisee in a bowl and drizzle a little of the vinaigrette over the greens. Adjust seasonings with salt and pepper. Divide the frisee evenly among the 6 plates in the center of the sliced beets.

Heat the remaining 1/4 cup olive oil in a small saute pan over medium-high heat. Carefully place the goat cheese rounds into the hot oil, being careful not to crowd the pan. Cook until lightly browned and softened, about 1 to 2 minutes each side. (Since the goat cheese gets very hot, it may be helpful to use a fish spatula to turn the goat cheese during cooking.) Remove goat cheese from the oil with a slotted spatula, and place on top of the frisee. Drizzle any remaining vinaigrette on top of the sliced beets. Serve immediately.