In a medium saucepan, melt butter over medium-low heat.
Add mushrooms, garlic, and thyme. Cook, stirring frequently, until mixture is very fragrant and mushrooms are tender and starting to brown, 5 to 6 minutes.
Stir in chipotle peppers.
Add white wine and cook until it's reduced by half, about 1 minute.
Slowly pour in heavy cream, stirring well to prevent scorching.
Bring mixture to a simmer, then quickly reduce heat to maintain a gentle simmer.
Add Gorgonzola and cook, stirring frequently, until cheese has melted and sauce is thick and creamy, 3 to 5 minutes.
Remove from heat and season with salt and pepper to taste.
Stir in chopped parsley and a pinch of grated nutmeg, if using.
Transfer to a serving bowl or spoon over meats and vegetables.
