Cream together blue cheese, parmesan cheese and butter until light and fluffy. Add the flour, cornstarch, salt, pepper, and rosemary and mix just until combined.
Shape the dough into a log and wrap it in parchment paper or plastic wrap. Refrigerate for at least 30 minutes or until chilled. You can freeze the dough at this point and bake it later.
Preheat the oven to 350 degrees F. Cut the log crosswise into 1/4-inch wide slices, and place them on a cookie sheet. Bake for 12-14 minutes, or until the cookies are lightly browned.
