Spoon pumpkin onto several layers of heavy-duty paper towels, and spread to 1/2-inch thickness. Cover with additional paper towels; let stand 5 minutes. Scrape into a medium bowl using a rubber spatula. Stir in breadcrumbs, Parmesan, salt, minced sage, pepper, and nutmeg.
Working with 1 wonton wrapper at a time (cover remaining wrappers with a damp towel to keep from drying), spoon 2 teaspoons pumpkin mixture into the center of wrapper.
Brush edges of wrapper with water and fold in half, pressing edges firmly with fingers to form a half-moon. Place on a large baking sheet sprinkled with cornstarch. Repeat procedure with remaining wonton wrappers and pumpkin mixture.
Fill a large Dutch oven with water; bring to a simmer. Add half of ravioli to pan (cover remaining ravioli with a damp towel to keep from drying). Cook 2 minutes or until done (do not boil), stirring gently. Remove ravioli with a slotted spoon; lightly coat with cooking spray, and keep warm. Repeat procedure with remaining ravioli.
To improve the texture of the ravioli, heat a pan over medium heat, spray it lightly with cooking spray, and pan-fry the ravioli for a couple minutes on each side.
Combine milk and flour in a saucepan, stirring with a whisk. Bring to a boil; cook for 1 minute or until thick, stirring constantly. Remove from heat. Add butter, stirring until butter melts. Gently stir in Gorgonzola.
Place 5 ravioli in each of 6 shallow bowls, and drizzle each serving with 3 tablespoons Gorgonzola mixture. Sprinkle each serving with 1.5 teaspoons walnuts. Serve immediately.