Bring the milk to the boil with some salt, pepper and nutmeg; then pour the semolina in slowly, briskly stirring with a whisk to avoid any lumps.
Cook for some ten minutes, stirring often to stop the mixture sticking to the bottom. Remove the semolina from the heat and add the egg yolks, diluted with a little water.
Fill (silicone) half-sphere moulds, or whichever shape you want, with the mixture and leave to chill in the fridge.
Prepare the sauce by melting the Gorgonzola
with the milk, add a pinch of sugar, season with salt and pepper and pour into an ovenproof dish. Remove the shapes from the moulds, brush with melted butter and grated Parmesan cheese and place on top of the cream. Bake in the oven at 190°C for approximately 10 minutes.