2) For the filling: Place an oven rack in the lower third of the oven. Preheat the oven to 200°C/ gas mark 6. Melt the butter in a large nonstick skillet over medium heat. Add the apple slices, sugar, and cinnamon. Cook, stirring frequently, until the apples are softened, but not mushy, about 5 mins. Set aside to cool for 10 mins. Stir in the lemon juice, lemon zest, walnuts, and Gorgonzola.
3) Cut a piece of parchment paper to fit the inside of a 30 by 43cm baking sheet and place on a work surface. Place the chilled dough on the parchment paper. Roll the dough out into a 28cm circle, about 0.5cm thick. Lift the parchment paper and transfer to the baking sheet. Spoon the apple filling into the centre of the dough. Spread the filling evenly, leaving a 5cm border. Fold the dough border over the filling to form an 20cm round. Pleat the edge of the pastry and pinch to seal any cracks in the dough.
4) Using a pastry brush, brush the crust with the beaten egg. Bake until the crust is golden, about 25 mins. Cool for 10 mins before slicing and serving.