Place heavy cream and garlic cloves in a medium saucepan. Bring to a boil, then reduce and simmer until thickened. Use a slotted spoon to remove garlic.
Add gorgonzola, grated Parmigiano Reggiano, chopped parsley, Dijon, Kosher salt, and black pepper, then stir until cheese has melted and the sauce is creamy and smooth.
Serve warm.