Place the cauliflower into a saucepan of boiling water and simmer for 3-5 minutes, or until tender, then drain and transfer to a small ovenproof dish.
Pour the cream over the cauliflower and scatter over the blue cheese. Make a well in the middle of the mixture and place the egg yolk into the well, then season well with salt and freshly ground black pepper.
Transfer the dish to the oven and cook for eight minutes, or until the egg has set and the cheese is bubbling.
To serve, remove from the oven and serve immediately.