How to Make It
Preheat oven to 450°F. Toss together cauliflower, shallots, oil, thyme, pepper, and 11/2 teaspoons of the salt in a bowl until well coated. Arrange in a single layer on a rimmed baking sheet lined with aluminum foil. Roast in preheated oven 10 minutes. Remove from oven; reduce oven temperature to 425°F.
While cauliflower mixture roasts, whisk together flour and 1/2 cup of the milk in a small bowl. Bring remaining 2 1/2 cups milk to a boil in a medium saucepan over medium-high. Whisk in flour mixture; cook, whisking occasionally, until slightly thickened, about 2 minutes. Whisk in half of the goat cheese and remaining 1 teaspoon salt until smooth. Remove from heat.
Transfer cauliflower mixture to a 2-quart square baking dish. Pour milk-goat cheese mixture over cauliflower mixture. Crumble remaining goat cheese over top; sprinkle with pine nuts. Bake at 425°F until lightly browned, 15 to 20 minutes. Sprinkle with parsley.