Preheat the oven to 400 degrees F (200 degrees C).
Use a knife to cut the stem out of the cauliflower head; it should look like a bowl when done. Dip cauliflower into the beaten egg. Dip outside in bread crumbs to cover, leaving space where stem was removed. Place into a deep oven-safe baking dish.
Mix chili powder, cumin, onion powder, and garlic powder together in a small bowl.
Place Colby-Jack cheese in the empty "bowl" space of cauliflower. Sprinkle seasoning mix all over top of cheese and cauliflower.
Bake in the preheated oven until cauliflower is tender, about 1 hour.