Bring a large pot of salted water to a boil. Boil the cauliflower until tender, about 4 minutes. Drain and let cool slightly. Trim the stems from 18 of the cauliflower pieces and cut the crowns into mini florets about 1/2 inch wide; set aside. Reserve the trimmed stems with the remaining larger pieces.
Melt the butter in a 4-quart saucepan over medium-low heat. Add the onion and 1/4 tsp. salt and cook, stirring frequently, until soft, 10 to 12 minutes.
Add the garlic and cook until the aroma subsides, 2 to 3 minutes. Increase the heat to medium, add the flour, nutmeg, and cayenne and cook for 3 minutes, stirring constantly. Whisk in the broth, cream, and 2 cups water. Add the thyme and bring to a simmer. Stir in the cheese until melted and simmer for 5 minutes to develop the flavors.
Remove and discard the thyme stems and stir in the larger cauliflower pieces and reserved stems. Working in batches, purée the soup in a blender. Return the soup to the pot, season with salt and black pepper to taste. Add the mini cauliflower florets and reheat gently before serving.
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