For the gnocchi: Preheat the oven to 350 degrees F.
Bake the potatoes directly on the oven racks until soft and tender, 1 hour.
Meanwhile, bring a large pot of salted water to a boil. Add the spinach and boil until dark green and tender, 2 minutes. Remove with a slotted spoon or spider (do not drain the water from the pot; use this for cooking the gnocchi) to a colander in the sink and rinse under cold water to stop further cooking. Wrap the spinach in a kitchen towel and squeeze out the excess water; it should be dry to the touch. Add the spinach to a food processor along with the egg and puree until smooth.
Let the potatoes cool slightly, just enough to be handled but still hot. Split them in half and remove the skins. You need to work with the potatoes while still warm.
Use a potato ricer and rice the potato flesh into a large bowl. Stir in the spinach mixture and season with salt, pepper and a touch of nutmeg. Add the flour and stir and knead (being careful not to over-handle because it will make the gnocchi tough) until the spinach is completely incorporated and the dough just comes together. Make a test gnocchi by pinching off a piece of dough and boiling for 2 minutes. Test to make sure the gnocchi will stay together and hold a shape. If it falls apart, sprinkle in a few more tablespoons of flour.
Sprinkle your work surface lightly with flour. Grab a piece of dough and roll into a 1/2-inch-thick rope, then cut the rope into 1/2-inch pieces. You can either indent the gnocchi with your thumb or use the tines of a fork to score them. Place the finished gnocchi on sheet trays lined with parchment paper and continue with the remaining dough. This would be a good time to recruit some help.
Add the gnocchi to the boiling water in 2 batches. Boil until they float to the top of the water and stay there for an additional 30 seconds or so, roughly 2 minutes total. Remove with a slotted spoon and continue with the second batch.
For the sauce: Add the heavy cream to a large saute pan over medium heat and season with salt and lots of pepper. Simmer the cream until slightly thickened, about 2 minutes. Turn off the heat and stir in the Gorgonzola first, followed by the fontina and Parmesan -- one type of cheese at a time -- until melted. Add the gnocchi to the pan with the sauce and swirl to coat. Serve immediately.