Place the water and salt in a large saucepan over a low flame. Immediately add the polenta in a steady stream while stirring constantly in a clockwise motion to avoid lumps. Stir ever few minutes in a clockwise motion until all the liquid is absorbed and the polenta is thick, approximately 30-40 minutes. The polenta should be soft and creamy, not grainy.
Meanwhile, in a large frying pan, heat 1 tablespoon olive oil over medium heat and add the leeks, garlic and Cavolo Nero. Saute until the leeks are slightly soft and barely golden, about 5 minutes. Place in a bowl and set aside. Add an additional tablespoon of olive oil to the pan and add the mushrooms, cooking until they are softened, about 10 minutes.
Add the leek mixture and the white wine to the pan. When the wine is cooked down slightly, add the chopped thyme, and salt and pepper to taste.
When the polenta has finished cooking, crumble in half of the Gorgonzola and mix through. Place the polenta on a large platter and form a well in the center. Place the mushroom mixture in the well and crumble the rest of the Gorgonzola on top.