Cook the bacon in a large skillet over medium-high heat until crisp. Drain on paper towels and crumble. Reserve 1 1/2 tablespoons of the fat in the skillet.
Combine the wine, shallot, peppercorns, and a pinch of salt in a small saucepan. Bring to a boil over high heat, reduce the heat to medium-high, and simmer until reduced to about 1 tablespoon. Pour in the cream and simmer until reduced by half.
Heat the large skillet with the reserved bacon fat over medium-high heat. Add half the cabbage and season with salt and pepper. Cook, stirring often, until it begins to wilt, about 5 minutes. Transfer the cabbage to a bowl and cook the remaining cabbage in the same manner. Return all the cabbage to the skillet and pour in the cream mixture. Cook, stirring often, until the cabbage is very tender yet still crisp, 5 to 7 minutes. Stir in the Gorgonzola and the parsley. Season with salt and pepper and cook, stirring, until the cheese has melted. Sprinkle each portion with the crumbled bacon.
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