1. Preheat grill to medium-high heat (350° to 400°). Cut cauliflower into 1/2-inch-thick (ends) and 1/4-inch-thick (middle) slices.
2. Brush cauliflower generously with oil on both sides, and place on a baking sheet. Sprinkle with lemon-pepper seasoning. (Place any small pieces of cauliflower on a piece of heavy-duty aluminum foil.)
3. Grill cauliflower planks (and small pieces on foil) 5 minutes on each side or until tender. Transfer to serving platter, and sprinkle with bell pepper and capers.