Heat oil in a medium saucepan over medium heat. Add onion to pan; cook 8 minutes or until tender, stirring occasionally. Add flour and garlic; cook 1 minute, stirring constantly. Stir in milk and bay leaf; bring to a boil. Cook 2 minutes or until thick, stirring constantly with a whisk. Add Gorgonzola, 1/2 cup Parmigiano-Reggiano, and salt; stir until cheeses melt. Discard bay leaf.