When I was writing regularly about wine, I used to make an annual pilgrimage to Verona to attend Vinitaly, the massive international wine trade show. I rarely had a complete dinner (I had usually been snacking all day), but one dish I always looked forward to, sitting at a little wooden table out in the front part of the place, was a big slab of slightly charred fried polenta topped generously with just-melting gorgonzola. This is approximately how it was made.
Pour the water into a large, heavy-bottomed pot and bring to a boil over high heat. Stir in the salt and reduce heat to medium-low. When the water slows to a simmer, start adding the polenta in a very slow, steady stream, stirring it constantly with a long, strong wooden spoon. (Marcella Hazan counsels: The stream of cornmeal must be so thin that you can see the individual grains. A good way to do it is to let a fistful of cornmeal run through nearly closed fingers.) Continue adding the polenta and stirring until it is used up and then stir the polenta until it is thick and beginning to pull away from the sides of the pan, about 20 minutes. Allow the polenta to cool. As it is cooling, shape it into a rectangle about 1-inch thick.
Preheat the broiler or grill.
Cut the polenta into 4-6 rectangles, each about 3-by-5 inches. Brush the rectangles well with oil. Lightly grease a shallow, flameproof baking pan or dish large enough to hold the polenta rectangles in a single layer and set aside.
Lightly grease a large grill pan (preferably) or cast-iron frying pan and heat over high heat until very hot. Working in batches if necessary, sear the polenta rectangles, turning once, until crisp and slightly charred on both sides, 2-3 minutes per side. As the polenta pieces are done, transfer them to the prepared baking pan, and immediately cover each slice generously with slices of gorgonzola so the cheese begins to melt from the heat of the polenta.
When all the slices are cooked and covered with gorgonzola, put the baking pan under the broiler until the cheese turns golden, 1-2 minutes. Serve immediately.