After the cauliflower has baked almost 40 minutes, start the cheese sauce.
Preheat oven to 400°. Trim bottom leaves from cauliflower. Remove core, leaving head intact. Place cauliflower on a large piece of heavy-duty aluminum foil. Loosely fold sides of foil up and over cauliflower; crimp sides of foil together to seal, leaving top of foil open. Sprinkle 2 Tbsp. water over cauliflower. Crimp top of foil together to seal. (Foil should be loose, allowing cauliflower to steam.) Place foil-covered cauliflower in a roasting pan.
Bake at 400° for 45 minutes.
Meanwhile, melt butter in a medium saucepan over medium heat; gradually whisk in flour until a paste forms, and cook, whisking constantly, 1 minute. Whisk in evaporated milk, and cook, whisking constantly, 5 minutes or until thickened and smooth. Whisk in cheese until melted. Whisk in salt and pepper.
Remove cauliflower from oven and fold foil halfway down sides of cauliflower. Top cauliflower with cheese sauce, and sprinkle with paprika.
Bake at 400° for 10 minutes. Serve immediately.
Cauliflower With Southwest Cheese Sauce: Prepare recipe as directed, substituting Monterey Jack cheese with peppers for sharp Cheddar cheese and adding 1 (10-oz.) can diced tomatoes and green chiles, drained, to cheese sauce with salt and pepper. Sprinkle with salt to taste.