Preheat the oven to 200°C. Cook the pasta according to the packet instructions and then drain and drizzle with olive oil to prevent it sticking.
While the pasta is cooking, place the Prosciutto di Parma into the oven and bake until crisp, about ten minutes. Once crisp, break or slice into bite-size pieces.
To make the sauce, melt the butter in a medium saucepan and remove from the heat. Add the flour, mixing well. Now gradually add the milk, stirring all the time until it is completely incorporated.
Return the pan to a low heat and stir continuously with a wooden spoon or whisk, until it thickens. Remove the pan from the heat and stir in the Gorgonzola piccante and some cracked black pepper. Alternatively, mix the two in a large bowl. Add some salt to taste, but be careful as the cheese is naturally salty.
To build the pasta bake, mix the wilted spinach into the Gorgonzola sauce. Add the cooked pasta. Put one layer of the pasta mixture into an ovenproof dish, and cover with crispy Prosciutto. Cover with another layer of pasta. Crumble over some more Gorgonzola piccante and walnuts. Bake in the oven for about 20 minutes until golden and bubbling.