Place the cauliflower florets and unpeeled garlic cloves on a baking sheet. Drizzle with olive oil and sprinkle with salt and pepper. Toss to coat evenly.
Roast in the preheated oven for about 25-30 minutes, or until the cauliflower is golden brown and tender, and the garlic is soft.
In a large pot, heat a tablespoon of olive oil over medium heat. Add the chopped onion and sauté for about 5 minutes, until translucent.
Once the cauliflower and garlic are done roasting, carefully squeeze the roasted garlic out of its skins into the pot with the onions.
Add the roasted cauliflower to the pot along with the smoked paprika and stir to combine.
Pour in the vegetable broth and bring to a boil. Reduce the heat and simmer for about 10 minutes.
Use an immersion blender to puree the soup until smooth. Alternatively, transfer to a blender in batches to achieve a creamy consistency.
Stir in the coconut milk (or heavy cream) and heat through. Adjust seasoning with salt and pepper as needed.
Serve hot, garnished with fresh parsley.
Notes
For a richer flavor, use heavy cream instead of coconut milk.