In a small saucepan, melt the butter. Add the flour and fry for a while, but do not let it brown.
Add the cream and milk and bring to the boil until it begins to thicken.
Add the Gorgonzola in pieces and let it melt in the sauce. Season to taste with salt and pepper. Serve with fresh herbs if desired and some more crumbled gorgonzola on top.