Preheat the oven to 450°F, and adjust a rack to the top third of the oven.
Combine the wine, orange juice, lemon juice, pimientos, garlic, paprika and thyme, in a medium-sized bowl. Stir to blend all of the ingredients together. Gradually add the oil, whisking as you do so. Set aside.
Gently remove the leaves from each cauliflower. Then use a paring knife to core them — just enough to remove the center, without cutting through the cauliflower. The goal is to keep them totally intact, but don’t worry if a couple of the flowerets come off.
Place all four of the cauliflower in a 9 x 13-inch baking dish, round sides up. They should all fit, rather snugly — but, if it’s too tight, use two baking dishes.
Now drizzle some of the citrus mixture over each cauliflower, and pour the rest into the baking dish around them. Then spoon more on each cauliflower to be sure they are well coated all over, and sprinkle with salt and pepper.
Place in the preheated 450°F oven and roast until the surface of each cauliflower is golden, and the inside is tender. (You can check by piercing it with a fork or knife — it should be effortless.) This should take about 50 minutes — and, they must be basted approximately every 10 minutes. Simply spoon the liquid from the bottom of the pan over every inch of each cauliflower — you want to saturate them as much as possible. *If at any time during this process, any of the surface of the cauliflower is becoming too dark, cover that part with foil — and uncover it just to baste it, until it’s done.
When they’re done, add one tablespoon of the butter to the top of each one. Return them to the oven just long enough for the butter to melt, about 1 minute.
Spoon any remaining liquid from the pan over each cauliflower and then sprinkle with a bit more salt.
They can be sliced, or gently broken apart into flowerets, depending how you want to present the dish.