Warm the heavy cream in a 1 ¼-quart saucepan over medium-low heat until it gently simmers. Stir constantly for 3–5 minutes, letting it thicken without burning or curdling.

Add half of the crumbled blue cheese. Mash and stir with a fork until the cheese softens but some lumps remain.

Continue simmering for another 3–5 minutes until the sauce coats the back of a spoon thickly.

Slowly stir in the remaining blue cheese, then remove from heat to keep the sauce thick and luscious.