Melt butter in a saucepan over medium-low heat. Add shallot and cook until very soft but not brown. Whisk in flour and cook for one minute. Raise heat and slowly add milk, whisking. Bring mixture to barely a boil. Turn down heat and whisk until slightly thickened. Add gorgonzola. Whisk until cheese is melted. Season with pepper and nutmeg.
Slice mint leaves into a fine chiffonade. Reserve a few small leaves for garnish. Cut apple into matchsticks then toss with lemon juice and set aside.
Toss penne with a light amount of olive oil, salt and pepper. Plate penne in pasta bowls. Drizzle gorgonzola sauce over the penne. Sprinkle with walnuts, gorgonzola crumbles, and chiffonade of mint. Mound apple matchsticks on top in the center. Garnish with mint leaves.