Thaw the spinach. Cut the onion and garlic into fine cubes. Melt the butter in a saucepan and sauté the onions and garlic until translucent. Add the thawed spinach and season with salt, pepper and nutmeg and then simmer for about 5 minutes over a low heat.
Separate the stalks from the mushrooms and set aside. Carefully remove the lamellas of the mushroom caps with a teaspoon and discard. Fill the mushroom heads with the spinach. Grease a baking dish with the olive oil, place the mushroom heads in the dish and sprinkle with the grated cheese. Cut the stalks of the mushrooms into small cubes and distribute them around the mushroom heads. Put the baking dish in the oven and bake everything for 15 minutes.
In the meantime, heat the cream in a saucepan and melt the Gorgonzola in it. After 15 minutes, add the Gorgonzola cream sauce and bake in the oven for another 10 minutes.