Preheat the oven to 375 degrees .
Fill a bowl with ice water. In a large pot, bring about 4 inches of water to a boil. Salt the water, add the cauliflower and cook until crisp-tender, 3 to 4 minutes. Drain the cauliflower and cold-shock in the ice water. Drain very well.
In a saucepan, melt the butter over medium to medium-high heat. When the butter foams, add the garlic and rosemary and whisk in the flour. When the flour bubbles, add the wine and cook until reduced to a few tablespoons. Whisk in the warm milk and season with salt, pepper and nutmeg. In a small bowl, beat the egg yolk. Stir in a ladleful of sauce to prevent the egg from cooking, then pour the tempered yolk into the sauce. Stir in 3/4 cup of the cheese until it melts.
Pour half the sauce into a 9-by-13-inch baking dish and add all of the cauliflower. Top with the remaining sauce and 3/4 cup cheese. (This dish may be made ahead to this point and refrigerated. Just bring it back to room temperature before baking.)
Bake until browned and bubbling and hot all the way through, 15 to 20 minutes.