If making gnocchi, place whole, unpeeled potatoes in a pot with cold water. Boil to tender, 25-30 minutes, then drain and cool. Peel potatoes and pass them through a ricer onto a work surface. Make a well in the center of the potatoes and into it add egg yolks and cheese. Season with salt, pepper and nutmeg then mix in egg and cheese; scatter flour over top of dough and incorporate. Roll into ropes 1-inch thick and cut into pillows 1-inch long. Round the ends of the gnocchi a bit with a pinch and score them with the tines of a fork to form uniform pieces. Arrange them on a parchment-lined baking sheet and reserve until ready to cook.
For the sauce, heat a medium saucepot over medium heat. Toast nuts then add butter and melt; add milk and heat through. Melt Gorgonzola into sauce and reduce heat to low.