Arrange racks in middle and upper third of oven; preheat to 450°F. Line a large rimmed baking sheet with foil.

Remove any outer leaves from cauliflower, keeping stems intact. Cut two 1-inch-thick slices from the center of each head to create 4 cauliflower steaks. Place the steaks on the prepared baking sheet and brush both sides with 1 tablespoon oil and sprinkle with salt.

Roast the cauliflower steaks, turning halfway, until tender, about 30 to 35 minutes.

Heat the remaining 1 tablespoon oil in a large nonstick pan over medium-high heat. Add chopped shallot and cook until softened, about 1 minute.

Add spinach in batches, cooking until wilted, around 3 to 5 minutes. Stir in dill, parsley, garlic, and pepper, and cook for an additional minute.

Transfer the spinach mixture to a large mixing bowl and stir in ricotta and feta cheese.

Switch the oven to broil on high. Top each cauliflower steak with ½ cup of the spinach mixture and 2 tablespoons of shredded Cheddar. Broil until the cheese melts and lightly browns, about 2 minutes. Serve immediately.