Preheat oven to 400 degrees F.
Combine veal with egg, breadcrumbs, Parmesan cheese, sage, salt, and black pepper. Form 4 (1-inch thick) oval shaped meat loaves.
Heat a large nonstick skillet over medium-high heat with 2 tablespoons extra-virgin olive oil. Brown meatloaves 2 to 3 minutes on each side then transfer to a nonstick baking sheet and finish in the oven, 6 to 8 minutes.
Return skillet to heat, add remaining tablespoon extra-virgin olive oil to the pan and the mushrooms and the garlic. Cook mushrooms until dark and tender, 5 to 6 minutes, then add salt and pepper and 1 cup chicken stock to deglaze the pan.
In another medium saucepot add butter and let it melt. Once melted add flour and cook 1 to 2 minutes. Whisk in milk and season with nutmeg, salt, and pepper. Reduce the sauce a few minutes to thicken a bit.
Add the milk sauce to the mushrooms and stir in Gorgonzola cheese to melt. If the sauce is too thick simply thin out with a little more chicken stock. Serve the meatloaves with Gorgonzola-mushroom gravy over top.