Preheat oven to 325°F.
Use a knife to trim away any leaves at the base of the cauliflower. Cutaway just enough of the bottom of the core to make it flat, but not cutting away from any of the florets (you want the cauliflower head to stay intact).
Melt three tablespoons of the butter and then brush it all over the top and bottom of the cauliflower. Generously sprinkle salt all over the cauliflower, as well as turning it upside down and sprinkling some salt into the inside of the vegetable.
Spray the cast-iron skillet or baking dish with cooking spray. Place the cauliflower into the pan or dish, core-side down. Cover with a large piece of aluminum foil, crimping the sides of the foil to form a seal.
Place in the oven and steam the cauliflower for 20 minutes.
Remove the foil and increase the temperature to 450°F and roast for 35 to 45 more minutes. The top will become nicely browned and the cauliflower can easily be pierced with a sharp knife when it's ready.
While the cauliflower is roasting, make the sauce: In a large skillet melt 1 tbsp of the butter over medium-high heat. Add the onion and cook until soft, about 2 to 3 minutes.
Add the chopped anchovies and press them into the onions with the back of a fork. Cook for another 1 to 2 minutes.
Add the wine and simmer for 1 to 2 minutes. Add the chicken (or vegetable) broth and bring to a boil. Cook for 2 minutes.
Reduce heat to medium and add remaining butter, one tablespoon at a time, whisking often, until the sauce thickens a little.
Stir in the capers, basil, parsley, and season with a healthy pinch of salt and pepper.
Remove the cauliflower from the oven and pour the sauce over the top. Slice into quarters and serve at once.