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1
Set oven to 375F.
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2
Butter an oval (4-quart) baking dish I use my White Corning Ware dish for this).
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3
Cook the pasta in boiling salted water until JUST cooked (cook only to firm-tender) drain, and toss with a couple tablespoons of oil or melted butter; cover bowl with plastic wrap and set aside.
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4
Melt butter in a large heavy skillet over medium heat.
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5
Add in red bell peppers, celery, onion and garlic; saute until softened (about 6-7 minutes) add in sliced mushrooms, if using, season with salt and pepper; set aside.
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6
In a heavy saucepan combine whipping cream, half and half and blue cheese; stir over low heat until cheese melts; remove from heat, and add in about 1 teaspoon celery seeds and cayenne (to taste).
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7
In a medium bowl beat egg yolks, and gradually whisk in HALF of the cheese sauce, then return the mixture to saucepan with the cheese sauce, and whisk to blend.
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8
In a large bowl mix together cooked penne pasta, onion/red pepper mixture and cheese sauce; mix well to combine.
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9
At this point you can cover and refrigerate to bake later in the day or up to 24 hours.
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10
Sprinkle grated Parmesan cheese over the top of the casserole.
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11
Bake for about 25-30 minutes, or until the sauce is bubbling.