Put on a large saucepan of salted water and cook the spaghetti according to the instructions on the packet.
Meanwhile, heat the butter in a small saucepan and add the peppers, pierced several times, for about 3 minutes. When the butter is properly browned, take the peppers out again (can be thrown away) and add the gorgonzola cut into cubes. Stir until the gorgonzola has turned to a pulp and remove the pan from the heat. Now pour on the cream, stir and then add the egg yolks and parsley. Let everything warm up again, do not boil it and serve immediately.