We had this at a cute little Tapas Bistro and loved it.  The Bistro is no longer there so we experimented and came up with the following:  

FOR THE POLENTA

1 cup fine corn meal

4 c. water

1 1/2 tsp. salt

FOR THE SAIUCE

6 Tbsp. butter

6 Tbsp. flour

2 cups half and half

1 cup milk

3/4 cup crumbled bleu cheese

3/4 tsp. salt

THE GARNISH

1/2 cup caramelized onions

1/4 cup fresh basil chiffonade

Make polenta by cooking  cornmeal salt and water, whisking constantly, until thickened and no longer grainy.  Pour into a  8" X 8" glass dish which has been buttered.  Chill.  Cut into 9 squares and cut each square diagonally to form triangles.  Dip in flour and saute in hot oil (part butter) until lightly browned.

To make sauce, heat together flour and butter until flour is cooked but not browned.  Add half and half and milk.  Whisk until thickened  and free  of lumps. Whisk in salt and cheese.

For each (generous) serving, stand four pieces of polenta, point side up,  in a dish with sides  such as a pasta bowl.  Cover with sauce.  Sprinkle onions and basil over and serve to lucky eaters.

Tip:  This recipe has a lot of steps.  To make it easier, make a large batch of caramelized onions in advance and freeze in small containers.  Very handy for many dishes and freeze well.