Preheat oven to 350°F.

Trim leaves from cauliflower heads. Leaving the cores intact, cut down through the core to get 2 (1-inch-thick) “steaks” from each head (reserve the remaining cauliflower for another use). Sprinkle the steaks with pepper and ¼ teaspoon salt. Lightly dust the cut sides with 1 tablespoon flour.

Heat a large skillet over medium heat. Swirl in 1 tablespoon oil and add 2 cauliflower steaks. Cook, flipping once, until nicely browned, about 2 minutes per side. Transfer to a 9-by-13-inch baking dish. Repeat with 1 tablespoon oil and the remaining 2 steaks. Pour 2 cups broth into the baking dish; cover tightly with foil. Bake, flipping the steaks once, until the core of the cauliflower is tender, about 45 minutes.

About 10 minutes before the cauliflower is done, add the remaining 1 teaspoon oil and shallot to the skillet. Cook over medium heat, stirring, until the shallot is lightly browned and tender, about 1 minute. Add wine; cook, scraping up the browned bits, until the wine has almost completely evaporated, about 1 minute. Whisk the remaining 1 tablespoon flour and 1 cup broth together in a measuring cup or small bowl. Add to the skillet; cook, stirring, until thickened and reduced by half, about 4 minutes. Add lemon zest, lemon juice, capers and the remaining ¾ teaspoon salt; simmer for 1 minute. Remove from heat and swirl in butter. Season with more pepper, if desired. Cover and keep warm.

Transfer the cauliflower to a platter (discard the remaining broth). Spoon the sauce over the cauliflower. Sprinkle with parsley, if desired.