Bring a large pot of salted water to a boil over high heat. Trim the artichokes by cutting off the top 1-inch or so. Cut the stem close to the base of the artichoke so the artichoke can sit up straight, and remove some of the bottom leaves. Using kitchen shears, trim the sharp points off of any remaining outer leaves. Add the artichokes to the boiling water. Halve the lemons and squeeze the juice into the boiling water. Toss in the lemons. Cook the artichokes until tender, about 30 minutes. Drain the artichokes and let cool.
Meanwhile, in a small bowl stir together the Gorgonzola, cream, thyme, 2 teaspoons parsley, garlic, salt, and pepper. In another small bowl stir together the bread crumbs and remaining 1 tablespoon of parsley.
Preheat the oven to 400 degrees F. Remove the center choke of the artichokes using a small spoon. Stuff the cheese mixture into the center of the artichokes. Place the artichokes into a baking dish. Sprinkle the bread crumb mixture over the top of the artichokes. Drizzle the tops of the artichokes with olive oil. Bake until the artichokes are heated through, the cheese is melted, and the bread crumbs are crisp and golden, about 25 minutes. Transfer the artichokes to a serving dish and serve.