Clean and roughly chop cauliflower. Spray a 9 X13″ oven proof dish and transfer cauliflower to the pan.
Mix the champagne, broth, garlic, thyme and seasonings together and pour over the cauliflower.
Cook covered for approximately 25 minutes. Stir, uncover and roast for a further 20-25 minutes.
When you remove cauliflower from the oven drain off the liquid and reserve. You will need 2 cups to add to the sauce.
Melt butter in a large skillet, whisk in the flour.
When flour is incorporated whisk in 2 cups of the pan juices and the milk. Whisk until smooth.
Add the cheese and continue to whisk to keep the sauce smooth. Whisk for approximately 5 minutes. Sauce should have thickened to a creamy, cheesy consistency. Add the cauliflower to the skillet to coat with the sauce.