In a Dutch oven or large, heavy-bottomed pot over medium heat, sweat the onion with 1 tablespoon coconut oil and a dash of salt until translucent, about 3 minutes. Add the curry paste and lemon zest and stir to incorporate. Raise the heat to medium-high, add the wine, and cook, stirring frequently, until most of the wine has evaporated.
Preheat oven to 400 degrees Fahrenheit. Toss the cauliflower with enough coconut oil to lightly coat it (about 3 tablespoons). Spread the cauliflower in a single layer on a large baking sheet and roast until the tips of the cauliflower are golden brown, about 25 to 30 minutes.