Goat is pretty mild, as gamey meats go, so it is possible that you just aren't fond of goat? I know people who love lamb and so I turn them on to goat, which is milder, but if you eliminate what many would call gaminess, you have effectively blanded out your goat completely.
One technique that can work with your ground goat is to brown the meat, then rinse it with water, in a colander, to remove excess grease. Much of the gaminess is in the fat.
The main trick is just to work with recipes that are designed for that taste. Goat is great in curry, for instance. The shepherd's pie that you describe is also good for goat because the blandness of the potatoes offsets the stronger taste of the goat. You wouldn't want to make a traditional shepherd's pie, for instance, with chicken breast, or pork loin. Not enough flavor.
To get your meat filling to hold together better, when you brown the meat, add a couple of tablespoons of flour and cook it in with the fat. You are basically making a roux in place which will then thicken as your pie bakes, holding the moisture rather than letting it run away. If you do the rinsing idea I mentioned above, then you would do this step after rinsing, although you might need to add a little oil to the mix.