This sandwich is defined by a single deliberate collision: the salt and funk of a blue cheese set directly against the tannic bitterness of walnut, with the bread there mainly to hold the argument together. Gorgonzola is the Lombard blue, veined with penicillium that gives it a sharp, mineral, slightly piquant edge over a fatty, lactic base, and it comes in two registers, the firmer aged piccante and the soft, almost spreadable dolce. Walnuts bring the opposite kind of intensity: not salt but a dry, faintly bitter, oily astringency from the tannins in the skin. Put the two on bread and neither softens the other so much as defines it by contrast, the cheese reading saltier and creamier against the nut, the nut reading more bitter and resinous against the cheese.
The craft is matching the form of the cheese to the bread and letting the walnut stay coarse. A soft gorgonzola dolce is spread so its salt distributes evenly across the crumb and there is no single overwhelming pocket; a firmer piccante is crumbled instead, scattered so the blue arrives in bursts rather than a smear. The walnuts are left in rough pieces, not ground, because their job is a textural and bitter counterpoint and a paste would lose both. The bread is chosen with some structure, a country loaf or a sturdy roll, since a fatty, assertive cheese and an oily nut would slump a soft white bread and need something with spine to carry them. Honey is sometimes added to bridge the two with sweetness, but in its plainest form the sandwich is content to let the salt and the bitterness stand opposed and unresolved.
The variations stay in the cheese family and the same pairing logic: gorgonzola with pear, which answers the blue with cool sweetness instead of bitterness, the version finished with honey, the one built on the firmer piccante against the softer dolce. Each of those deserves its own article rather than being crowded in here.