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Step 1
Position a rack in the center of the oven and heat the oven to 400°F. Line a large baking sheet with parchment.
Step 2
Trim the stem end of the cauliflower and remove the leaves. With a paring knife, carefully cut out 1-1/2 inches of the core, keeping the head intact. Season the cauliflower generously all over with salt and pepper, transfer to the baking sheet, and cover tightly with aluminum foil. Roast until partially cooked and a small knife inserted in the stem end meets with slight resistance, 30 to 35 minutes. Remove the foil and let the cauliflower cool for 5 minutes.
Step 3
Meanwhile, combine the mayonnaise, mustard, and thyme. Spread the mixture onto the cauliflower, coating it all over. Roast, rotating the pan occasionally, until the cauliflower is evenly browned and tender throughout when pierced with a fork, 20 to 25 minutes more.
Step 4
In an 8-inch skillet, cook the butter over medium-low heat until the milk solids begin to turn golden brown, about 5 minutes. Immediately add the hazelnuts, capers, and lemon juice, and remove from the heat. Cut the cauliflower into pieces and serve with the sauce spooned over it.