Preheat the oven to 160°C.
Ask your butcher to cut the baby goat for you in the most even and perfect-sized pieces for slow roasting.
Marinate the pieces of goat with the extra virgin olive oil, parsley, garlic and shallots. Season generously. Marinate the meat for at least two hours, ideally over night, to allow the flavours to really infuse. Allow the meat to come to room temperature before cooking.
Transfer the goat and all its remaining marinade into a large oven bag placed in a heavy based roasting dish. Toss in the cherry tomatoes, bay leaves, white wine and a splash of water. Seal the bag and, using a sharp knife, pierce a small hole in the top to allow the steam to escape.
Place the roasting dish into the preheated oven and slow roast for 1½ to 2 hours. Check the goat every 30 minutes and shuffle the pieces around amongst the juices to avoid the top layer drying out.
Remove from the oven. Carefully transfer the oven bag onto a shallow serving plate. Cut the bag open to release the tender pieces of goat and all of its juices. Be careful of the steam. Discard the bag and serve immediately.