Trim leaves from cauliflower heads and slice off just enough of the stem so the head will sit flat.
Place one cauliflower head upright on a cutting board and starting at the center cut in half from the top straight down with a sharp knife. Cut 1 to 1 ½ inch thick slices from each half, leaving the stem intact. Repeat with second cauliflower head so you have 4 equal steaks. (Reserve remaining cauliflower for another use. See recipe note #1)
Heat a gas or charcoal grill to medium.
Brush each side of cauliflower steaks with olive oil and season generously with salt and pepper.
Grill cauliflower steaks for 7 minutes on the first side to develop visible grill marks. Gently flip with tongs and grill 5 to 7 minutes more to your desired tenderness. During the last minute of grilling, top each steak with a pat of butter to melt into all of the crevices. Transfer to platter along with lemon wedges (optional), and garnish with parsley; serve immediately.
You can leave the remaining cauliflower florets in large pieces to grill along with the steaks. Or make cauliflower mash to serve under the grilled steaks for a main dish.