Preheat the oven to 200C/400F/Gas 6. Put the cauliflower into an ovenproof dish and season with a pinch of salt and pepper. Roast for 20 minutes, or until tender and starting to brown.
Meanwhile, make the sauce: melt the butter in a saucepan, add the flour and cook for 1-2 minutes, or until a light golden colour. Gradually add the milk until smooth, then cook over a gentle heat for 3-4 minutes, mixing as you heat until thickened.
Add the nutmeg. Turn down the heat and add the mustard and cheddar cheese. Taste and add a little pepper to taste.
Put the roasted cauliflower into the sauce and mix to coat. Put back into the roasting dish, sprinkle over the parmesan and return to the oven for 10-15 minutes, or until the cheese is golden-brown and the sauce is bubbling.