Preheat oven to 325 degrees. Cut bacon into small pieces. Cook bacon in an 8-inch non-stick frying pan over medium heat for 4 minutes. Drain off excess fat.
Add onions and peppers to the bacon and cook for 2 minutes. Beat eggs, salt and pepper until thoroughly mixed. Add beaten eggs mixture to frying pan and cook for 2 minutes, continually moving the raw eggs to the bottom of the pan. Sprinkle with the gorgonzola cheese.
Wrap handle of frying pan with aluminum foil and place in oven. Bake for 6 minutes or until desired doneness.