What were these goals? He wanted to restore the Bogd Khan to power in Mongolia. He succeeded at that and I think that was a good thing. He wanted to see the Qing Emperor restored in China, as would I, certainly at that time. He wanted to ally with the Empire of Japan and invade Russia to destroy the Bolshevik regime and restore the Romanov dynasty to power. Again, I think that was a noble cause. He did not succeed at that, so I would not advocate repeating his actions exactly (which is a problem as many who admire the losing side often fall into the trap of insisting on repeating the actions which obviously didn’t work) but his aims were the right ones in my view. He wanted to start a massive counter-revolutionary movement that would revive traditional authority around the world and that sounds like a noble aspiration to me. For those who are new, or just unfamiliar and would like some more detailed info about Baron von Ungern, I can direct you to the following posts:
The Life of Baron von Ungern-Sternberg
How the Baron Saved Mongolia
Religion and the 'Mad Baron'