In a food processor with a standard blade, combine butter, sugar, egg yolk, salt, and rosemary. Process on low until smooth and creamy.
Add flour and gorgonzola. Process until big crumbles form.
Add the walnuts. Process on low until the walnuts are in small size pieces – about ¼”/6mm.
Bring the dough together into a log shape 2”/5cm in diameter. Wrap in cling film and roll and tap to flatten out the ends and smooth the sides.
Refrigerate for at least 1 hour.
Preheat oven to 350°F/180 C. Line a baking sheet with parchment or a silicon baking mat.
Cut the log into round slices a bit over ¼”/6mm thickness. Place on the prepared baking sheet about 1” apart.
Bake for 12-15 minutes until just golden brown on the edges.
Remove and allow to cool on the sheet for 3 minutes before transferring to a cooling rack.
Store in an airtight container for up to 1 week.