Steam or boil the Brussel sprouts until just tender, but not overcooked (al dente). Strain well.
In a large skillet, add the olive oil, Brussel sprouts and rosemary. Season with sea salt and pepper. Cook about 5 minutes until golden.
Add the walnuts and breadcrumbs.
Transfer to an oven proof dish, top with gorgonzola, and bake at 400°F for about 5-8 minutes, or until the cheese is melted and partly golden.