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Step 1
Heat the oven to 375°F with racks in the upper- and lower-middle positions. In a small Dutch oven or medium oven-safe saucepan (about 3-quart capacity), whisk together the cornmeal, 1½ teaspoons salt and 5½ cups water. Bring to a gentle simmer over medium-high, stirring often, then place uncovered in the oven on the lower rack and cook for 1 hour.
Step 2
Meanwhile, in a 9-by-13-inch baking dish, toss together the tomatoes, shallots, oil, thyme sprig, ½ teaspoon salt and ¼ teaspoon black pepper. Roast on the upper rack until the tomatoes have burst and are juicy, about 1 hour, stirring once about halfway through. Remove from the oven, then remove and discard the thyme. Cover with foil and set aside.
Step 3
After the polenta has cooked for 1 hour, remove the pot from the oven. Add the butter and whisk until melted, then return the pot, uncovered, to the oven; cook until the granules are tender and the polenta is thick and creamy, another 10 to 30 minutes. Remove from the oven, whisk until smooth and let stand for 5 to 10 minutes. Taste and season with salt and pepper. Whisk in additional water, if needed, to thin.
Step 4
Serve the polenta topped with the Gorgonzola, roasted tomatoes, chopped thyme and additional black pepper.
Step 5
Optional garnish: Red pepper flakes