Combine oil, garlic, jalapeño and 1/4 teaspoon salt in a small saucepan or skillet. Cook over medium heat just until the garlic starts to sizzle, 2 to 4 minutes, but don’t let it brown. Remove from heat and stir in oregano, thyme, water, vinegar and paprika. Cover and set aside.
Preheat oven to 450°F. Line a baking sheet with parchment paper and coat with cooking spray. Remove any outer leaves from the cauliflower, but leave the stem intact. Place on a cutting board, stem-side down. Using a large chef’s knife, cut into 1/2- to 3/4-inch-thick slices. The center few slices should remain more or less intact, but the outer slices will crumble into smaller pieces. Cut any of the medium pieces into 1/2- to 3/4-inch-thick flat shapes—it’s the flat surfaces that roast the best.
Place the large and medium pieces on the baking sheet with the cut surfaces touching the pan; sprinkle small pieces in any empty spots. Coat the cauliflower with cooking spray and season with the remaining 1/2 teaspoon salt and pepper.
Roast the cauliflower, gently turning once halfway through, until browned and the stems feel tender when pierced with a knife, 25 to 35 minutes.
Just before serving, stir parsley into the reserved herb sauce and season with pepper. Serve the cauliflower steaks with the sauce.