Place cauliflower in a large pot and pour in enough water to cover; bring to a boil and cook until tender yet firm to the bite, 8 to 10 minutes. Drain and transfer to a baking dish.
Melt butter in a small saucepan over low heat. Add flour and mix using a whisk or wooden spoon until smooth and mixture pulls away from the side of the saucepan, 2 to 3 minutes. Pour in milk, a little at a time, and whisk continuously until sauce is thickened but still pourable, 3 to 4 minutes.
Stir Parmesan cheese into sauce until melted; season with salt and pepper. Pour sauce over all of the cauliflower. Sprinkle Cheddar cheese over the top.
Bake in the preheated oven until cheese is golden brown, 20 to 25 minutes.
