Wash the peppers and cut them in half, removing the seeds. In a separate bowl, mix the Gorgonzola with the cream cheese until you get a homogenous mixture.
Next, using a pastry bag, distribute the mixture into the halved peppers. Wrap each of the peppers in a strip of bacon. Arrange them in a large tray and leave them to bake in a preheated 392°F (200 °C) oven.
Once ready, you can garnish them with ketchup.