Pre-heat the oven to 375°F.
Cut two 1 1/2-inch-thick slices from the center of each cauliflower head to form four large tree-shaped “steaks.” Chop the remaining cauliflower into bite-size florets, about 4-5 cups, and place them in a medium size pot with a lid. Add the stock, milk, garlic and nutmeg. Season with salt and pepper and bring to a simmer over medium heat. Partially cover and cook until the florets are very tender, 10-12 minutes. In a food processor, puree the cooked cauliflower with the cheese. Return the puree to the pot and cover to keep warm.
Meanwhile, in a large cast iron skillet or on a griddle, heat the EVOO over medium-high. Season the cauliflower steaks with the rosemary and salt and pepper. Cook, turning, until browned, 3-4 minutes on each side. Transfer to the oven; roast until deep golden and tender, 10 minutes.
Chop the nuts with the parsley and lemon zest to make the gremolata.
Divide the puree among four plates and top each with a cauliflower steak. Sprinkle with the gremolata.