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Heat a cast iron skillet over medium heat, add bacon, and cook until crispy, 3-5 minutes
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Remove bacon to a paper towel lined plate to drain
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Discard all the bacon grease except 2 tablespoons - leave in pan
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Heat the bacon grease up to medium high and add Brussels sprouts, cook for 5 minutes, stirring often
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Reduce heat to low, cover and cook until softened, but still with texture, not soggy, stirring every few minutes
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Add gorgonzola and bacon pieces, cover and cook another couple of minutes until cheese is melted
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Stir and serve