Preheat oven to 400. Toss florets in oil on a baking sheet. Sprinkle with salt and pepper. Roast until fork-tender and lightly browned, 25 minutes. Remove pan from oven and reduce to 350.
Melt butter in a medium skillet over medium heat. Stir in flour and cook for 1 minute. Gradually whisk in milk. Simmer over medium heat, stirring frequently, until thickened, 2 to 4 minutes. Whisk in cream and cook 5 minutes.
Remove pan from heat and stir in 1/4 tsp. salt, 1/4 tsp pepper and all but 2 Tbsp cheese. Stir over medium-low heat for 5 minutes.
Place cauliflower in an 8X8-in glass baking dish or 4 individual ramekins. Pour cheese sauce on top and sprinkle with 2 Tbsp. cheese. Bake until sauce is bubbly, 20 to 25 minutes.