I have been making this polenta a few different ways - Monita is right re: the flavor, but we have loved it with a parmesan / mascarpone combo, one time all I had was cream cheese and that was really good, and then of course there is creme fraische (which I know I REALLY just misspelled) - I think they all work, just think about the flavors you are after!

Feta and goat cheese have different consistency and tastes with Feta providing some saltiness. It may work fine to sub though the goat cheese will melt more into the polenta. It just won;t have the same flavors of the original dish.