Preheat the oven to 400 degrees F. In a large bowl, toss the cauliflower and garlic cloves in the olive oil until well coated. Season with salt and pepper, to taste. Place on a large baking sheet, in a single layer. Roast the cauliflower until lightly golden brown, about 20-30 minutes. Set aside.
Heat the olive oil in a large sauce pan over medium heat, add the onion and celery and saute until tender, about 5-7 minutes. Chop up the roasted garlic. Add the garlic, roasted cauliflower, vegetable broth, thyme, and rosemary and bring to a boil. Reduce the heat so that the mixture simmers and cook until the cauliflower is tender, about 20-25 minutes.
Using an immersion blender (or in batches in a blender or food processor), blend the soup until smooth. Add the cheddar cheese and stir until melted. Season with salt and pepper and remove from heat. Ladle the soup into bowls and serve warm. We like to serve the soup with crusty bread or homemade croutons.