Trim the green stalk and leaves from the cauliflower so it sits flat, then place it in a large saucepan containing 5cm water. Cover and simmer for 10 minutes, then transfer to an oven-proof dish.
Melt the butter in a small saucepan, then stir in the flour until you have a paste.
Add the wine and let it bubble for 30 seconds before whisking in the milk.
Then add the bay leaf and seasoning. Keep whisking for about 8 minutes until the sauce thickens. Add the cheese and stir until it has melted.
Rub olive oil all over the cauliflower and sprinkle with the dried herbs. Pour half of the cheese sauce over the top, then bake for 20 minutes.
Spoon the remaining cheese sauce over the cauliflower and bake for a further 10 minutes until cooked through and golden on top.
Cut the cauliflower into wedges with a serrated knife and serve inside the oven-proof dish.