For the cauliflower: Preheat the oven or a grill for cooking over indirect heat to 400 degrees F.
Lightly brush the oil on the cauliflower. (If roasting, cut into florets and place on a baking sheet lined with parchment paper or nonstick aluminum foil.) Sprinkle with salt, a few grinds of pepper and paprika, if using.
Place the cauliflower stem-side down over the indirect heat and grill until golden and tender when pierced with a fork or the tip of a knife, about 40 minutes. (If roasting, roast until the cauliflower is golden in parts, 20 to 25 minutes.)
Meanwhile, make the sauce: In a medium bowl, add the mayonnaise, chile sauce, honey and sriracha and whisk until smooth. Taste and season with salt and a few grinds of pepper.
Cut the cauliflower unto large florets and add to a large bowl. Drizzle the sauce over the cauliflower and toss to coat evenly. Transfer to a platter. Sprinkle with the scallions, spritz with lemon wedges, and serve hot, warm or chilled.