Prepare the ingredients: coarsely chop the walnuts, crumble the gorgonzola into smaller pieces, mix the ricotta in a bowl, and grate the Parmesan.
In a skillet over medium heat, toast the walnuts without any oil for 3-4 minutes, until fragrant and lightly golden brown. Watch closely to prevent burning – stir constantly!
In a mixing bowl, combine the ricotta, gorgonzola, half of the toasted walnuts, and a pinch of salt and pepper. This will be the cannelloni filling. If it's too thick, you can add a little heavy cream.
Fill the cannelloni pasta tubes with the cheese and walnut mixture using a small spoon or a piping bag. Fill all 12 pieces and place them side by side in a buttered baking dish.
In a small saucepan, heat the heavy cream, then stir in the remaining gorgonzola. When the cheese is completely melted, pour the mixture over the cannelloni in the baking dish.
Sprinkle the top with the remaining toasted walnuts and grated Parmesan. This will add a nice crispy layer after baking.
Bake in a preheated oven at 350°F (180°C) for about 25-30 minutes, until the top is nicely browned and the sauce is bubbling. Watch it during baking to prevent it from drying out – cover with aluminum foil if necessary.
Once cooked, let it rest for 5-10 minutes to make it easier to slice and for the flavors to meld together better.
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