Preheat oven to 400°F.
Place potatoes in a pot, cover them with water, then bring water up to a boil; salt it and cook potatoes until fork-tender, 10 to 12 minutes or so.
While the potatoes are working, combine veal with egg, bread crumbs, 1/2 cup cheese, sage, salt, and black pepper. Form 4 (1-inch thick) oval shaped meat loaves. Heat a large nonstick skillet over medium-high heat with 2 tablespoons extra-virgin olive oil, 2 turns of the pan. Brown meatloaves 2 to 3 minutes on each side then transfer to a nonstick baking sheet and finish in the oven, 6 to 8 minutes. Return skillet to heat, add another turn of extra-virgin olive oil to the pan and the mushrooms and the garlic. Cook mushrooms until dark and tender, 5 to 6 minutes, then add salt and pepper and 1 cup chicken stock to deglaze the pan.
While the mushrooms cook, melt butter over medium heat in a medium saucepot. Add flour and cook 1 to 2 minutes. Whisk in milk and season with nutmeg, salt, and pepper. Reduce the sauce a few minutes to thicken a bit.
Drain potatoes and add them back to warm pot. Add half of the milk sauce to potatoes with prosciutto and remaining 1/2 cup cheese, a couple of handfuls. Smash the potatoes to desired consistency and season with salt and pepper to taste.
Add the remaining milk sauce to the mushrooms, stir in Gorgonzola cheese to melt, then add the broth and combine. Serve the meatloaves with Gorgonzola-mushroom gravy over top and prosciutto potatoes alongside.