My cat also likes Gorgonzola (the Dolce variety). It is always amusing to watch her confused, mildly horrified expression every time I offer her some and she eats it, then she gets pushy for more of the mouldy fromage, straight away. After this, plain old processed cheese slices aren't good enough for her. Trust me to have a cheese snob for a cat!
Piccante Gorgonzola can be a bit much, though. Dolce, as the name implies (if you know Italian), is sweet. Piccante, the original form of Gorgonzola, can be a bit like eating cheese containing nail polish remover or wood varnish. I've also eaten Roquefort (basically a French version of Gorgonzola), Stilton (basically a British version of Gorgonzola and Roquefort.... starting to notice a pattern, here), Epoisse (a smelly, orange-mould encrusted soft, runny cheese), Parmagiano Reggiano (original form of Parmesan, but less smelly), Queso Manchego (Spanish cheese similar to a matured Cheddar), Tilsit, Limberger, Wensleydale (very light, white-coloured cheese made famous by Wallace and Gromit) and proper, mouldy, cloth-wrapped Cheddar. But my favourite is Smoked Applewood. Best damn thing to go with a glass of Port or Sherry.
Eating mouldy cheese builds up the immune system. Then you can eat anything. Just look at me. Haven't exactly failed to stomach a lot, have I?
This post is not very Atory friendly. Sorry.