Oven-caramelized squash and tangy blue cheese make this creamy side hearty enough to double as a vegetarian entrée. It makes an excellent weeknight supper crumbled with crispy bacon or prosciutto and served with a simple green salad and a glass of crisp, sweet sauternes, or creamy chardonnay.
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Preheat the oven to 400 degrees.
Toss the squash with the olive oil to coat evenly and season with salt and pepper, to taste. Spread in a single layer on a rimmed baking sheet and bake until golden brown around the edges, 30-35 minutes, stirring halfway through.
While the squash is baking, bring the water to a boil in a large saucepan. Add the 2 teaspoons salt and slowly add the grits in a steady stream, whisking constantly. Reduce the heat to low and cook and stir until the grits begin to thicken, for 15-20 minutes. Add the milk and continue to cook and stir until the grains are tender and the mixture is thick, for 5 more minutes.
Remove from the heat and add the Parmesan cheese, butter, and rosemary, stirring to melt. Season with salt and pepper, to taste.
Place the grits on a platter or divide evenly between individual serving plates and scatter the roasted squash on top. Top with the Gorgonzola, garnish with rosemary, and serve warm.