Preheat the oven to 180C/350F. Line a large baking sheet with parchment paper and set aside.
In a mixing bowl, combine your milk, flour, and spices, and mix until combined. Dip each piece of cauliflower in the batter, until completely covered. Place the batter covered cauliflower on the lined baking dish. Repeat until all the cauliflower is covered in the batter.
Bake the cauliflower for 40-45 minutes, flipping halfway through. While the cauliflower is baking, prepare the sauce.
In a small saucepan, add the oil and heat on medium. When it is hot and the oil is sizzling, add the rest of the ingredients, except for the cornstarch. Heat up for 2-3 minutes, until warm. Add the cornstarch and whisk into the sauce mixture. Allow it to simmer for a further 5 minutes, to thicken.
Once the cauliflower is golden brown remove from the oven. Place in a large mixing bowl, and pour the sauce all over it. Toss until all the cauliflower is covered in the sauce.
TO STORE: If you don't plan on eating this dish straight away, keep the sauce and cauliflower separate. They can both be stored in the refrigerator, covered, for up to 1 week. TO FREEZE: Place the cauliflower in a ziplock bag and the sauce in a shallow container. Store both in the freezer for up to 2 months. TO REHEAT: Sauce can be heated up in the microwave. However, to keep the cauliflower crispy, reheat in the oven or air fryer.