Preheat the oven to 500°F.
Coat the bottom of a baking sheet with olive oil - don't skimp, because polenta likes to stick - and arrange wedges of polenta on the sheet.
Bake the polenta for about 20 minutes, flipping over after 10 minutes; it won't get brown, but will sizzle and crisp up a bit.
While the polenta is baking, add a tablespoon each of olive oil and butter to a heavy skillet and heat to medium-high. Add the slivered onions, sliced mushrooms, and salt and pepper to taste and sauté until slightly browned - you may need to reduce the heat a bit once the vegetables start to brown.
Remove the skillet from the heat, spoon the onions and mushrooms into a bowl, and keep warm.
Once the polenta has baked for 20 minutes, turn off the oven, top each piece of polenta with gorgonzola, and return to the (still hot) oven to melt while you fry the eggs the lazy way.
Add a tablespoon each of olive oil and butter to the skillet (don't bother washing it) and bring to medium-high heat. When the butter has melted, add the eggs and turn off the heat. For sunny-side-up, place a cover over the skillet (leave a space for steam to escape) until the eggs are set (half-a-minute may do it). For over easy, let cook a minute, then flip over and let sit for half-a-minute.
Remove the polenta from the oven and put a couple of wedges on each plate, being sure to scrape the gooey cheese onto each plate with it. Top with an egg and then some onions and mushrooms.
Hot sauce is optional. Enough for three, or two if at least one of you is very hungry.