Cut off pointed end of garlic bulb; place garlic on a piece of aluminum foil, and drizzle with olive oil. Fold foil to seal.
Bake at 425° for 30 minutes. Remove from oven, and cool. Squeeze pulp from garlic cloves.
Cook garlic pulp, whipping cream, butter, and flour in a medium saucepan over medium-high heat, stirring constantly, until thickened and bubbly. Remove from heat, and stir in Parmesan cheese, salt, and pepper until smooth.