Let bechamel cool 10 minutes, then whisk in cheese, Dijon mustard, Worcestershire sauce, and cayenne. Cover cheese sauce and keep warm.
Preheat oven to 450 degrees. On a rimmed baking sheet, toss cauliflower, with extra-virgin olive oil; season with coarse salt and ground pepper. Roast until tender but not mushy, 20 minutes, stirring halfway through. Serve cauliflower topped with cheese sauce.