Butter a 3-quart rectangular oven-to-table baking dish and place the slices of polenta in one layer in it.
Set aside and preheat the oven to 375°F.
To a 3-quart nonstick saucepan, add the Gorgonzola, milk and butter and cook , stirring frequently, over low heat until the cheese has melted and the mixture is smooth.
Stir in the cream and continue to simmer for about 1 minute. Add salt and pepper to taste.
Spoon the sauce over the polenta and sprinkle with the Parmesan cheese.
Bake in the preheated oven for 10 to 15 minutes or until the sauce is bubbly around the edges.
Turn up the heat and slip the dish under the broiler for a few minutes to brown the polenta slightly.
Scatter the diced red peppers and the parsley over the surface and serve at once.
