Toasted pumpernickel or baguette slices, for serving
Preheat the oven to 350°. Line a 4-cup soufflé dish, loaf pan or terrine with plastic wrap, allowing 4 inches of overhang on 2 sides.
Spread the walnuts in a pie plate and bake until lightly toasted, about 8 minutes. Let cool, then finely chop.
In a food processor, puree the Gorgonzola with two-thirds of the cream cheese until smooth.
In a bowl, blend the goat cheese with the remaining one-third of the cream cheese and 1/4 cup of the chives; season with pepper.
Sprinkle 1/3 cup of the walnuts in the bottom of the prepared dish. Spread half of the Gorgonzola mixture on top and sprinkle with half of the remaining walnuts and 2 tablespoons of the chives. Spread the goat cheese mixture on top, and sprinkle with the remaining walnuts and chives. Top with the remaining Gorgonzola mixture. Fold the plastic wrap over the top of the terrine and press lightly. Cover with more plastic wrap and refrigerate for at least 4 hours or for up to 2 days.
To unmold the terrine, unwrap it and lift it out by the plastic wrap, then turn it out onto a platter. Slice the terrine and let it return to room temperature before serving with toasts.
A bright, tangy sparkling wine from California will cut the richness of the cheese and walnuts.