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Thanks everyone for your responses.  I regret the delay in my summary.

One person wrote "  It depends entirely on how it was made. Gorgonzola is one of the 'blue group' of cheeses (like roquefort and bleu cheese). The traditional method of culturing the molds that flavor these cheeses involves the use of french bread crumbs as a starter, and if prepared in the traditional fashion, gorgonzola will contain traces of wheat protein in the mold. Gorgonzola can be gluten free if the manufacturer has used some other culturing medium to start the mold. "  

Another wrote" ate all kinds of Blue Cheese all over Paris without issue. I read a lot about the gluten content and it seems by the time you get to the final product, there isn't any gluten left. I've yet to meet anyone who reacted to Blue Cheese unless it actually contained gluten on the label. I personally chalk this concern up to a Celiac myth."

Another asked aboout this cheese at Whole foods and was told it was made from moldy rye bread.

Another wrote "I did some research on this awhile back and discovered that the idea that blue cheese has gluten dates back to a form of manufacture (growing the mold on bread) that is generally outdated. This, of course, says nothing about additives or stray whatever that might make its way into the packaged crumbled kind."My rule of thumb is that if it's the real stuff, blue cheese is fine. There's nothing scientific about such rules of thumb (I mean, there could be the odd artisnal cheese producer out there who does it the old way), but blue cheese acquired from a good cheese store is one thing I, personally, do not worry about."

Several people wrote that that it was not GF and when in doubt it is best to leave it out.
Thanks again, for me, I just left it out.

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