Mix breadcrumbs, herbs, salt, and pepper to taste in processor.
Rub lamb generously with mustard then coat with herb mixture, pressing to adhere. Arrange racks on roasting pan.
Blend egg yolks, gorgonzola, lemon juice, cornstarch, and salt in processor until smooth. Add butter in a thin stream while processor is running. Add cream the same way. Transfer to saucepan keep warm in a tepid water bath.
Roast racks until outside is crisp but inside still pink, 20-25 minutes; do not overcook, aim for 135°F.
Cut ribs and serve 4 to a plate. Spoon sauce over ribs and serve immediately.