Preheat the oven to 400 degrees F. Line a large baking sheet with parchment and lightly spray with olive oil cooking spray.
Remove the outer leaves and bottom portion of the stem from the cauliflower, then slice into 1-inch slabs. Depending on the size of the head, you will have 3 to 4 steak slabs and the rest will be florets. (You'll roast those along with the slabs.)
Place the cauliflower on the prepared baking sheet, drizzle with olive oil and sprinkle with 1/4 teaspoon each salt and pepper. Roast until the edges are crisp and slightly browned, 15 to 20 minutes.
Meanwhile, melt the butter in a large pan over medium heat. Add the shallots and cook until crispy, 4 to 5 minutes. Add in the wine and cook for another 3 to 4 minutes, scraping up any bits of crispy shallots stuck to the bottom of the pan. Add in the vegetable stock, lemon juice and capers and cook until slightly thickened, another 2 to 3 minutes.
Remove the cauliflower from the oven, divide between 2 plates and top with sauce. Garnish with parsley and serve.
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