Preheat the oven to 400 degrees.
Trim the stem end of the cauliflower (do not core) and remove any leaves. Stand one cauliflower head, core side down, on a work surface; cut from top to bottom into 1-inch-thick planks. Halve each plank lengthwise through the core. Repeat with the remaining cauliflower. Reserve any cauliflower pieces that have broken away for another use.
In a baking dish, beat the eggs and milk; season. In another baking dish, mix the panko, cheese, paprika, 3/4 tsp. salt and 1/4 tsp. pepper.
Dip each cauliflower piece into the egg mixture, then coat with the panko mixture, pressing to adhere. Transfer to a parchment-lined rimmed baking sheet.
Bake until the coating is golden and the cauliflower is tender when pierced with a fork, 25 to 30 minutes.
Meanwhile, in a saucepan, melt the butter over medium heat. Whisk in the flour and cook until golden, about 2 minutes. Slowly whisk in the stock. Bring to a boil, reduce the heat to medium and simmer, stirring occasionally, until the gravy thickens, about 15 minutes; season. Serve the cauliflower steaks with the gravy, Smashed Red Potatoes and Fruity Spinach Salad