Preheat the oven to 400 degrees F. Use a paring knife to trim the leaves from the cauliflower. Cut around the main core to remove it while keeping the cauliflower in tact. Wash the cauliflower and shake it dry.
Rub with olive oil season salt and pepper place in a tightly covered pan and bake for 45 minutes
If core still tough. Bake additional 10 - 15 minutes or until soft
Meanwhile, make the white cheddar sauce. Melt the butter in a sauce pan over medium heat. When it foams, add the flour and cook, stirring, for 2 minutes.
Whisk in the milk and bring to a simmer. Season with the remaining 1/2 teaspoon salt, black pepper, dry mustard and nutmeg. Whisk until smooth and thick enough to coat the back of a spoon, about 8 minutes.
Turn off the heat but leave the pan on the burner. Add the cheeses and stir until melted. Taste for seasoning.
Check the cauliflower, test it with a table knife. If the core is still tough, leave the cauliflower in the oven 10-15 more minutes until the knife slides through to the center easily.
Increase the oven temperature to 425 degrees F. Pour the white cheddar sauce over the cauliflower adding panko crumbs to crisp and bake until nicely browned, 10 minutes more. To serve, use a serving spoon to scoop portions, making sure to sweep through the additional cream sauce in the baking dish