Preheat your oven to 425 °F/218 °C. Line a large and rimmed baking sheet with parchment paper and spray it with olive oil. Wash the cauliflower heads, then remove the outer leaves and trim the very bottom of the core, but keep the core intact. Slice each head into ¾-inch-thick slices. The outer slices will fall apart - you can simply roast them as florets together with the steaks. Plan on getting two to three steaks out of each cauliflower head.