Preheat oven to 350 degrees. Scatter the walnuts on a lightly oiled backing sheet and place in the oven. Roast until walnuts are lightly golden, about 2 minutes. Remove from oven and place in the bowl of a food processor and pulse the machine on and off until walnuts are finely chopped. Transfer to a small bowl until ready to use.
Meanwhile, cook spaghetti in boiling salted water according to the package directions
As the spaghetti is cooking, heat the butter in a large skillet over medium heat. When the butter begins to foam, add walnuts and stir once or twice. Add the cream and Gorgonzola and lightly season with salt. Reduce the heat to low and simmer, stirring occasionally, until sauce has a medium-thick consistency, about 2 to 3 minutes. Turn off the heat.
When pasta is almost done, scoop up 1/2 cup of the cooking water and set aside. Drain pasta and place in the skillet with the sauce. Briefly mix over low heat until pasta and sauce are well combined. Add a little of the reserved cooking water if past seems a bit dry. Taste, adjust the seasoning and serve.