1 1/2 cups (about 6 ounces) Gorgonzola cheese, broken into small pieces
1 pound ziti or mostaccioli pasta, uncooked
1/2 pound thinly sliced prosciutto
Heat oven to 375 degrees. Butter a 3-quart casserole dish; set aside. Melt butter in a large saucepan over medium heat. Add onion, and cook until softened but not browned, about 5 minutes. While butter is bubbling, add flour. Cook, stirring constantly with a wire whisk to coat onions, for 1 minute. While whisking, slowly pour in milk. Continue cooking, whisking constantly, until mixture bubbles and becomes thick. Remove pan from heat; stir in salt, black pepper, cayenne pepper, and the cheeses. Set aside
Bring a large saucepan of water to a boil. Add pasta, and cook 2 to 3 minutes less than manufacturer's instructions, until the outside of pasta is cooked and the inside is underdone. Transfer pasta to a colander, and rinse under cold running water to stop the cooking; drain well. Stir pasta into the reserved cheese sauce.
Thinly slice about three pieces of the prosciutto to yield 1/4 cup; set aside. Place half of the remaining prosciutto in the bottom of the prepared baking dish. Layer with half of the pasta mixture. Place remaining prosciutto in a layer over the pasta, and top with remaining pasta mixture. Sprinkle shredded prosciutto on top. Bake until browned on top, about 30 minutes. Transfer dish to a wire rack, and let cool 5 minutes before serving.