In a large pot of boiling water, boil the penne until al dente, about 8 minutes.

Meanwhile, get the chicken on the grill: Preheat grill or grill pan. Trim chicken breast of any fat (be sure to devein it!). Add salt and pepper to taste, and brush lightly with vegetable oil. Grill chicken breast after 3 minutes, turn and rotate 45 degrees, then flip. Sear for 3 minutes, rotate 45 degrees, and, after checking for doneness, remove.

While the chicken is grilling, make the gorgonzola sauce. In a small saucepan, heat butter over medium heat and add diced shallots until softened, about 1-2 minutes. Lower heat to low and add gorgonzola cheese, stirring as it melts. Add cream, chicken broth and walnuts. Keep heat on low, but gradually raise it to medium, stirring, taking care not to curdle or boil the sauce.

Drain the penne, add to serving bowl or dish.