Preheat the oven to 200C/400F/Gas 6.
For the pesto, place all of the pesto ingredients into a food processor and blend to a smooth paste.
For the pan bagna, place the red onions onto a roasting tray. Drizzle over the oil and honey and add the thyme leaves. Season well with salt and black pepper then place in the oven for ten minutes, or until softened. Remove and cool slightly.
Cut off the top quarter of the cob loaf. Set the top aside and then scoop out all the softer bread from the inside of the larger section of the loaf (this bread can be kept for making breadcrumbs at a later date).
Place several spoonfuls of the pesto into the bottom of the hollow loaf and spread around to cover the bottom.
Add the Stilton, creating a layer covering all of the edges.
Place the roasted onions on top and press down.
Top with the gorgonzola, again, pressing to the edge.
Place the tomatoes in a layer over the top, then finish with a layer of Shropshire Blue.
Spread some more pesto onto the underside of the lid of the loaf then place on top.
To serve, cut the stuffed loaf into generous slices and serve on plates.