Preheat oven to 350°F. Toss cauliflower pieces in olive oil, then place on a baking tray and bake for 40 minutes, turning pieces over halfway. Allow to cool slightly. (If you want, save 4-6 florets at this step for garnish)
In a blender or immersion blender, pulse cauliflower with chicken broth, sherry, salt, white pepper, and greek yogurt until creamy, about 1 minute.
Serve soup with microgreens, reserved cauliflower pieces, and more yogurt.