Place cauliflower on a cutting board and trim off inedible leaves. Trim off the bottom of the cauliflower stem but make sure to keep the core intact. Cut the cauliflower in half and cut 1-inch-thick "steaks" out of each half. Reserve remaining cauliflower for a later use. Brush both sides of the cauliflower steaks with olive oil. Season with salt and pepper.
Set an oven rack about 6 inches from the heat source and preheat the oven's broiler to high. Line a baking sheet with aluminum foil and place cauliflower steaks on the sheet.
Broil for 10 minutes. Carefully flip using a spatula and broil for 6 minutes more.
Meanwhile, whisk chicken broth, lemon juice, Dijon mustard, and cornstarch in a small saucepan and bring to a boil. Add butter, capers, and cook, whisking constantly, for 3 minutes. Turn heat off and let sauce sit for 1 minute.
Divide cauliflower between serving plates, drizzle sauce over the top, and garnish with chopped parsley.