Melt the butter in a large saucepan, and fry the onion until softened. Add the thyme leaves and garlic, and cook for another minute. Add the butternut squash and vegetable stock, and bring to a simmer. Once simmering, turn the heat to low and cook gently for about 20 minutes with the lid on, until the vegetables are tender.
Once the squash is cooked through, remove the soup to a blender or food processor and blend the soup for 15-20 seconds, until completely smooth. Return it to the saucepan and add the Gorgonzola dolce. Stir thoroughly and reheat until piping hot. Taste and adjust the seasoning.
Ladle the soup into warmed bowls, then top each portion with crumbled Gorgonzola piccante. Sprinkle with thyme and serve.