Roasting brings out the incredible sweetness of the vegetables in this dish. Feel free to swap in some broccoli, as I did here, though if you use all broccoli, you'll miss the velvety, luxurious tenderness of the cauliflower. Something crunchy is a nice addition: butter-fried bread crumbs or toasted pine nuts. But it's also lovely without.
Heat the oven to 450°F.
Trim the vegetables, slicing off any tough ends, peeling the stems a bit, and slicing the stems and heads into bite-sized pieces and florets.
On a large, rimmed baking sheet, drizzle the veggies with the olive oil, sprinkle with one teaspoon of salt, and toss to coat. Roast for 15 minutes, then shake the pan and/or flip over the vegetables with a spatula, and roast another 5 or so minutes, until the vegetables are browning in spots and tender.
Meanwhile, for the dressing, stir together the lemon juice and zest, the remaining 1/2 teaspoon of salt, the capers, anchovy, and garlic. Use a fork to mash up the anchovy as you combine the mixture, then dip a piece of cauliflower in to taste: it should be salty and lemony.
Fold the veggies into the dressing, add the parsley and a grinding of black pepper, then taste and adjust the seasonings again. Serve warm or at room temperature or, less ideally, cold.