Heat the oven to 200°C/180°C fan/gas mark 6. Put the cauliflower onto a baking tray, toss with ½ tbsp olive oil and season well. Bake for 15 minutes, then set aside to cool.
Meanwhile, heat 2 tbsp olive oil in a large saucepan over a medium heat and stir in the flour. Whisk the mixture for 3-4 minutes, until the flour starts to smell nutty, then pour in the milk a little at a time, whisking constantly until thickened. This should take about 15 minutes. Add the cheese and nutmeg, season well, and stir until the cheese has melted before folding through the cooked cauliflower florets. Pour the mixture into a lipped tray and cover with cling film over the surface of the sauce to stop a skin forming. Freeze for 30 minutes, or until completely cold and thickened.
Shape the cauliflower mixture into 16 short cylinders, then place on a baking tray and freeze again for 15 minutes. Heat the oven to 200°C/180°C fan/gas mark 6. Put the breadcrumbs and eggs onto two separate bowls. Dip each croquette into the egg, and then roll them entirely in the breadcrumbs. Lightly brush over the remaining oil and bake for 25 minutes, then grill for 3 minutes or until golden, oozing slightly and piping hot throughout.
To serve, mix together the yogurt, harissa and lemon zest, then spoon into a serving bowl. Scatter with the parsley and lemon wedges.