Place a large pan of salted water on to boil and cook pasta according to the packet instructions.
Crumble the blue cheese and place in a small saucepan with the mascarpone, walnuts, mustard and nutmeg and melt together, stirring to avoid the sauce sticking. Season with salt and pepper.
When cooked, drain the pasta. Return to the pan and pour on the sauce, mix until all the pasta is evenly coated.
Place a handful of the rocket into each serving bowl, top with the pasta and a few Parmesan shavings. Serve.
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