Step 1

In a large pot, bring 5 cups lightly salted water to a boil. Add polenta, and whisk to combine. Lower heat to the lowest setting and cook, stirring often, until all the water has absorbed and the polenta is very thick, 7 to 10 minutes. Stir in milk and cook, stirring often, until thick, 5 to 10 minutes. Stir in Parmesan and season with pepper.

Step 2

Transfer to a 1.5- to 2-quart baking or gratin dish and smooth top. Cool until cool enough to stick a finger into, then scatter the Gorgonzola and Fontina pieces over top. Press cheese into the polenta with your fingers. Cover and chill for at least 4 hours and up to 2 days.

Step 3

Remove polenta from fridge and let sit at room temperature while oven is heating. Preheat oven to 400°F with rack in the top position. Bake, uncovered, until bubbling and golden brown, 20 to 30 minutes. Let sit 10 minutes before serving.