Bring about 1 inch of water to a boil in a medium saucepan large enough to fit a steamer basket. Place cauliflower in steamer basket and steam for about 3-5 minutes, until softened but still crisp and not yet completely cooked.
Meanwhile, in a medium bowl, stir together yogurt, mayo, dijon, and thyme leaves. Season with salt and pepper, to taste (keep in mind cheese will also add some saltiness).
Add steamed cauliflower to yogurt mixture, stirring to combine. Add to a baking dish and top with cheese. Bake in preheated oven for about 8-10 minutes, until cheese is melted and cauliflower is tender.