In a small pot, bring all of the ingredients to a boil, whisking constantly. Let simmer for two minutes or until the sauce thickens. Transfer to a bowl. Cover and let cool. Stir before serving.
With the rack in the middle position, preheat the oven to 450ºF (230ºC).
In a bowl, whisk together the yogurt, peanut butter, honey, cumin, sambal oelek, and garlic. Add the cauliflower and toss to coat in the marinade. Transfer the cauliflower to a non-stick baking sheet or a sheet lined with aluminum foil.
Bake for 15 to 20 minutes or until the cauliflower is tender, turning the florets partway through cooking. Finish under the broiler for three minutes.
Transfer the cauliflower to a serving platter alongside the lettuce leaves, cucumber, carrot, green onion, peanuts, cilantro, and satay sauce. Everyone can garnish their own lettuce leaves.