Pre-heat the oven to 325°F.
Clip the leaves at the base of the cauliflowers; cut away enough of the bottom of the core to make it flat, while keeping the florets intact.
Melt 3 tbsp. butter and brush all over the cauliflower.
Sprinkle salt generously over the cauliflower, as well as inside the vegetable.
In a baking dish, sprayed with cooking spray, place the cauliflower with its core-side down.
Cover generously with aluminum foil and crimp the sides of the foil to form a seal.
Place in the pre-heated oven and steam the cauliflower for 20 minutes.
Remove from the oven, remove the foil and increase the temperature to 450°F.
Return to the oven and allow it to roast for 35 to 45 more minutes or until the top is nicely browned and the cauliflower can be pierced easily with a knife.
While the cauliflower is roasting, melt 1 tbsp. of the butter, over medium-high heat, in a large skillet; add the onion; allow to cook for about 2 to 3 minutes or until soft.
Add the chopped anchovies and press, with the back of a fork, into the onions.
Allow to cook for another 1 to 2 minutes.
Add wine, leave it to simmer for about 1 to 2 minutes; add the chicken or vegetable broth.
Allow to boil and cook for 2 minutes; reduce the heat to medium and add the remaining butter, a tablespoon at a time, while whisking until the sauce is thickened a bit.
Add the capers, basil, parsley, and season with a pinch of salt and pepper, to taste.
Remove the cauliflower from the oven and pour the sauce over the top.
Slice the cauliflowers into quarters and serve immediately.