Preheat the oven to 180ºC . Bring a large pan of salted water to the boil. Add in the penne pasta and cook until al dente. Drain the pasta and place back in the saucepan.
Add the butter, soft cheese, Gorgonzola and Cheddar cheese. Mix well and then add the milk and stir on a low heat until you get a creamy texture. Season with salt and freshly ground pepper and stir in the chopped parsley.
Place the pasta mixture into an oven proof serving dish, sprinkle over the Parmesan cheese and bake in the oven for 10 minutes until the top is golden, garnish with parsley and serve immediately.