Preheat oven to 400 F.

Slice the cabbage through the middle of the core and continue all the way through.

Remove the bottom half of the core from each piece.

Cut each half into half again through the core area, and repeat again. In the end there will be 8 wedges.

Drizzle olive oil all over the bottom of a roasting pan.

Place each wedge flat side down in the oil, rub then flip over again.

Roast for 45 minutes, or more depending on how crispy you want the cabbage to be.

While the cabbage is roasting, place the cream, Worcestershire and blue cheese together in a small saucepan.

Heat them together on medium low heat, whisking as it warms up.

Once the blue cheese has incorporated into the milk, allow to come to a slight simmer then immediately remove from the heat.