1. For polenta: Butter 9 X 13 inch baking dish. 2. Bring water, sage, olive oil and salt to boil in medium saucepan. 3. Gradually add cornmeal in thin stream, stirring constantly. 4. Reduce heat to low. 5. Cook until cornmeal slowly falls off lifted spoon, stirring frequently, about 8 minutes. 6. Immediately spread polenta in prepared dish; smooth top. 7. Cool completely (can be prepared 1 day ahead. Cover and refrigerate). 8. For sauce: bring milk, bay leaves, cloves and allspice to boil in medium saucepan. 9. Reduce heat to low. 10. Simmer 10 minutes. 11. Melt butter in another medium saucepan over moderate heat. 12. Add flour. 13. Whisk until smooth and bubbling (do not brown), about 2 minutes. 14. Strain milk mixture into flour mixture, whisking until smooth; add gorgonzola and whisk into sauce until melted. 15. Cook until thick, stirring frequently, about 7 minutes. 16. Season to taste with salt, pepper and nutmeg (can be prepared 1 day ahead. Cover and refrigerate.). 17. Preheat oven to 350 degrees F. 18. Butter 9 X 13 inch baking dish. 19. Spread ½ cup of the sauce on the bottom. 20. Cut polenta into 2 inch squares that are ¼ inch thick. 21. Cut each square in half horizontally. 22. Place squares in baking dish, overlapping edges slightly. 23. Pour remaining sauce over. 24. Sprinkle with grated Parmesan (can be prepared 1 hour ahead). 25. Bake until polenta is heated through and top is golden-brown, about 50 minutes. 26. Cool 10 minutes before serving. ---------------------------------------------------------------------------
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