Preheat oven to 400 F (200 C) line a large baking sheet with parchment paper. Remove pits and stems from cherries. Place halved cherries on baking sheet and roast for 10-12 minutes until soft and juicy. Place pan on wire rack and let cherries cool completely.
Place cooled cherries in an air tight container in the fridge until ready to use.
Prep Ice Cream
Stir together goat cheese and mascarpone in a large bowl and set aside.
Stir together milk and heavy cream in a large saucepan on medium high heat.
Whisk together egg yolks, sugar, salt, and vanilla in a medium bowl.
Cook
Once the milk mixture is simmering, slowly pour 1 cup of the hot mixture into the yolks, while whisking constantly. Then, pour this tempered egg mixture into the large saucepan with remaining milk and heavy cream.
Reduce stovetop temperature to medium low and continue to cook ice cream base until it reaches 170 F (76 C) with an instant read thermometer. This make take 4-5 minutes.
Remove from heat. Pour the ice cream base through a strainer into the large bowl containing the goat cheese and mascarpone. Continue to whisk until smooth, adding in the lemon zest.
Chill
Cover the bowl with plastic wrap and refrigerate until cold 3-4 hours.
Churn and Freeze
Pour the chilled ice cream base into the frozen canister for the ice cream maker. Churn according to the ice cream maker factory instructions.
Once thickened, transfer ice cream to desired storage container. As you scoop the ice cream, sprinkle in the roasted cherries, alternating between layers of ice cream and cherries. Make sure to use a rubber spatula to pack the ice cream into the container, but do not stir.
Seal container with an air tight lid or plastic wrap. Place container in the freezer until ice cream is firm, this may take up to 4 hours. Scoop and serve!