Center a rack in the oven and preheat the oven to 350°.
Butter six custard cups (Pyrex cups with a 6 oz capacity, or ramekins; choose a roasting pan that is large enough to hold the cups comfortably).
Line the bottom of the roasting pan with a double layer of paper towels and put the custard cups in the pan.
Put a kettle of water on to boil.
Put the pumpkin, eggs, yolks, and cream in a food processor (or a blender) and whir until well blended.
Season with salt and pepper, and pour the custard into the cups.
Divide the gorgonzola among the flans and poke the cheese into the custard a little bit, just to distribute it.
Sprinkle the tops of the flans with the walnuts.
Pour enough hot water into the roasting pan to come halfway up the sides of the cups.
Bake the flans for 35-40 minutes, or until a knife inserted into one comes out almost clean (depending of the size and height of your cups, you may need more or less time, so start checking at 25 minutes).
Because you're going to let the flans sit in the water bath, they'll continue to cook, so it's better to err on the side of underbaked.
Transfer the roasting pan to a rack and let the flans cool in their water bath to just-warm or room temperature.