Blend the Gorgonzola in a food processor until smooth and creamy, scraping down the sides of the work bowl occasionally. Using 1 rounded teaspoon of cheese for each, form the cheese into 18 (1-inch) balls. Working in batches, coat the balls with the egg then with the bread crumbs. Repeat coating the balls in the egg and bread crumbs. Arrange the balls on a small baking sheet. Cover and refrigerate until cold, at least 2 hours or overnight.
Whisk the lemon juice, garlic, and lemon peel in a medium bowl to blend. Gradually whisk in 1/3 cup oil. Season the dressing, to taste, with salt and pepper. Set the dressing aside.
Add enough oil to a heavy small saucepan to come 2 inches up the sides of the pan. Heat the oil over medium heat. At this point, remove the refrigerated Gorgonzola balls from the refrigerator. Working in batches, add the cold balls to the hot oil and fry just until golden brown, about 20 seconds. (It is essential that the Gorgonzola balls be cold when they go into the oil, otherwise they will fall apart in the oil. If they start to warm up at any point, return them to the refrigerator to firm back up.) Using a slotted spoon, transfer the fried balls to paper towels to drain.
Toss the arugula in a large bowl with enough dressing to coat. Season the salad, to taste, with salt and pepper. Mound the salad on plates. Top the salads with the hot fried Gorgonzola balls and serve immediately.