Cook the cauliflower in a pan for about 15 minutes and drain into a dish.
Melt butter in a saucepan and add the flour to create a thick paste. Gradually add the milk to create a sauce. Add the cheese, cream, mustard and cayenne powder.
Cover the cauliflower with the sauce.
Crush the butter into flour, then add the oats, cheese and thyme. Spread the sauce then bake for about 30 minutes until golden.