To toast walnuts, spread them on a baking sheet and heat in a 350-degree oven until fragrant, 5 to 10 minutes.
Preheat oven to 400 degrees. Toss cauliflower with 1 tablespoon oil on a rimmed baking sheet. Roast until golden brown, 30 to 35 minutes.
Heat remaining tablespoon oil in a medium skillet over medium heat. Cook anchovies and garlic for 1 minute. Remove from heat, and add wine. Return to heat, and cook until dressing is reduced by half.
Combine cauliflower, walnuts, and parsley in a bowl. Pour dressing over top, and toss. Season with pepper.