Bring vermouth to a boil in a small heavy saucepan and reduce by half.
Add heavy cream, bring to a boil, and lower heat to a simmer. Season to taste with freshly ground black pepper, add the nutmeg, and simmer uncovered for about 15 minutes or until reduced by one third.
Bring 6 quarts water to a boil in a large pot, add salt, and cook the tortellini until tender. Drain and return to the hot pot.
Remove cream sauce from the heat, stir in half of the Gorgonzola and all the Parmesan, and pour over the tortellini. Set over medium heat and cook gently, stirring constantly, for 5 to 8 minutes, or until cream has thickened slightly and the tortellini have absorbed some of the sauce.
Divide the tortellini among 6 heated plates, sprinkle each with the reserved half of the Gorgonzola, and serve immediately.