Heat the oven to 190C. Pierce each celeriac all over with a fork about 40 times and put them on an oven tray lined with baking paper. Mix the oil with a tablespoon of flaked salt, then rub this all over the celeriac. Roast the celeriac for at least two hours and 15 minutes, or up to two hours and 45 minutes, depending on their size, basting them in the oil every 20 minutes or so, until the celeriac is deeply browned all over, soft all the way through and oozing “caramel”. Leave to rest for 15 minutes, then cut each celeriac widthways into 2½cm-thick steaks and brush all over with any oil left on the tray.
Put the first seven ingredients for the sauce and a half-teaspoon of flaked salt in a small saucepan on a medium heat. Cook, swirling the pan, for six minutes, until the shallots have softened and the butter has melted and turned golden. Add the capers, herbs and a very generous grind of pepper, cook for a minute, then turn off the heat.
Turn the grill to its highest setting. Line a large oven tray with greaseproof paper, arrange the celeriac steaks on top in a single layer and spaced well apart, then brush all over with extra oil, if need be. (Make sure there is no overhanging paper, because otherwise it might catch and burn.) Grill the steaks on the top shelf for six to eight minutes, until golden brown on top, then keep warm while you finish the sauce.
Return the sauce pot to a medium heat, leave for a minute just to warm through, then add the cream and lemon juice, and swirl the pan around for two minutes, until the sauce is again warm – take care you don’t mix it too much: you want this sauce to stay split, not homogenise.