Slice the dates lengthwise, three-quarters of the way down, to create a pocket for filling.
In a small bowl, mix the Gorgonzola with the cream. Press a small scoop of the cheese mixture into the center of each date, then gently squeeze the dates back together. Wrap each stuffed date with a piece of bacon and secure with a toothpick.
Transfer the bacon-wrapped dates to a parchment-lined baking sheet. Bake until the bacon is crispy, 15 to 20 minutes.