Preheat the oven to 425 F.
Line a large, rimmed baking sheet with parchment paper for easy cleanup.
Toss the cauliflower florets with 2 tablespoons of olive oil until lightly and evenly coated. Arrange cauliflower in a single layer across the pan, ensuring none of the florets are touching. This ensures the cauliflower roasts rather than steams when baking in the oven.
Sprinkle cauliflower with salt then bake for 25-30 minutes. Toss the cauliflower after 15 minutes in the oven.
Remove roasted cauliflower and let cool. Reserve 4-5 roasted cauliflower florets to garnish the soup with later.
In a Dutch Oven or large pot, warm the remaining olive oil over medium heat. Add the onion and salt. Cook, stirring occasionally, until the onion is softened and turning translucent, 5 to 6 minutes.
Add the garlic and cook, stirring until fragrant, about 30 seconds, then add the vegetable stock and coconut milk.
Add roasted cauliflower to the pot. Increase the heat to medium-high and bring the mixture to a simmer. Cook, stirring occasionally, for 20 minutes.
Remove the pot from the stove and let cool for 10 minutes. Using an immersion blender, blitz the soup until velvety smooth, 3-4 minutes.
Add the lemon juice, nutmeg and paprika and blend again. Add additional salt and pepper to taste.
Garnish bowls of soup with roasted cauliflower floret and a sprinkle of chopped parsley or chives.