Trim the fennel bulbs, wash them well, cut them in 1/2lengthwise, and then slice them about 1/4 inch thick. Peel the onions and slice them the same way.
Heat 3 tablespoons of the olive oil in a large non-stick pan and cook the fennel and onions in it slowly, stirring often, adding a little salt and pepper, to taste, until they are completely soft and golden brown. Stir in the wine, and continue cooking until almost all the liquid is gone, then set the pan aside.
Clean the leeks thoroughly, cut them in 1/2 lengthwise, then slice them quite thinly crosswise. Heat the remaining olive oil and the butter in a non-stick pan and saute the leeks, stirring them often, until they are soft and beginning to color. Add a little sprinkle of salt—but not too much.
Heat 6 cups of broth in a medium-sized saucepan and whisk in the polenta. Lower the heat and simmer the polenta, stirring constantly with a wooden spoon, or at least very often, until it is thick and smooth, about 30 minutes. Stir in the sauteed leeks; break the Gorgonzola into chunks and stir it in. Keep stirring until the cheese is all melted into the cornmeal. The polenta should be thick and smooth, but not stiff. If it is holding a shape as you stir it, gradually mix in a bit more vegetable broth.
Meanwhile, warm up the caramelized fennel and onion mixture. This too could be moistened with a bit of vegetable broth, if needed.
Ladle the polenta into warm, shallow bowls or onto warm plates, and spoon some of the fennel and onion mixture around the polenta. Scatter some fresh flat-leaf parsley across the top and serve at once with a good red wine.
Recipe courtesy of Anna Thomas, The New Vegetarian Epicure, Knopf, 1996