Heat oven to 450° F. Combine cauliflower and garlic in a large bowl. Drizzle with olive oil. While stirring, season with salt and pepper. Transfer to a large rimmed baking sheet. Roast at 450° F for 30 minutes, stirring once.
Meanwhile, melt butter over medium heat in a medium-size saucepan (not nonstick). Whisk in flour and cook 2 minutes. Gradually add milk, whisking constantly until smooth. Bring to a simmer, whisking occasionally. Season with salt and nutmeg. Simmer 4 minutes and remove from heat. Stir in shredded cheese, whisking until smooth.
Transfer roasted cauliflower and garlic to a platter. Top with cheese sauce and serve immediately.