Preheat oven to 425 degrees.
Lightly oil a large baking sheet.
Cut the cauliflower from the stem by shaving the florets in 1/2 inch slices. (Most of the cauliflower will crumble into tiny florets. This is ok.) Continue to cut until all the florets are removed and about 1-2 inches of stem remain. Discard the remaining stem.
Spread the cut cauliflower evenly on the baking sheet. Add the shallot to the pan and roast for 10 minutes in the center rack of the oven.
Remove the cauliflower from the pan and return the shallot to the oven for an additional 5 minutes or until completely soft.
Add the roasted cauliflower, the 2 cups of milk and the salt to a large stock pot and bring to a simmer. (The milk should almost cover the cauliflower. If the majority of the cauliflower is not submerged, add a small amount of milk, being careful not to add too much liquid.)
Simmer for 10 minutes, stirring occasionally.
Transfer the cauliflower mixture to a blender, adding the shallot, and blend until smooth.
Season with additional salt to taste.
Serve puree warm.