Put the Gorgonzola in a small bowl, break it up into small pieces with a fork, add the olive oil, and mash with a fork to obtain a creamy mixture.
Detach the longer and tougher stems of the mâche, wash it in several changes of cold water, then shake in a towel or spin.
Put the mâche in a bowl and add the Gorgonzola and olive oil mixture a little bit at a time, turning the ingredients gently with a fork until the mâche is evenly coated with Gorgonzola.
Place one quarter of the mâche and Gorgonzola filling in the center of one of the bread slices, making a mound. Top with another slice. Hold a knife diagonally across the slice of bread, place your other hand over it with the fingertips holding down the bread by the corners so that you do not flatten the center, then slice the sandwich diagonally to produce two tramezzini.