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.
Notes
Storage: Keeps in an airtight container in the fridge for up to a week. It firms up when cold, so reheat gently over low heat or in short microwave bursts, stirring often, to loosen it back up.