So Excited - I've got cauli's!!

I must apologise to all you seasoned veggie growers who will be raising your eyes with good reason I know but I am so excited as just seen my first ever cauliflowers growing away beautifully in my litttle raised bed at bottom of the garden. I followed the wonderful "Ice" ladyee's example for covering my veggie patch and constructed 2 domes from blue pipe and covered them with wondermesh and it seems to be working very well as my caulis are perfectly formed and a lovely creamy white.............so far 

In this same patch I have a row of broccoli and a row of cabbage (alongside my row of cauli's) and we have been eating the broccoli for a couple of weeks now - the only trouble is so is something else  I haven't found out what it could be yet and am now panicking it might attack my lovely cauliflowers 
It seems to graze on the head of the broccoli not the leaves and sort of razors its way across the top.

So 2 questions please..........Any clues as to what is stripping my broccili and what should I do with my cauli's - do you cover up the heads with the leaves to protect them or not? They are all forming at same time and only 2 of us to eat them so need to stagger the picking as much as we can.

Thanks for any help  :happy:

Thanks Andy
I'm still grinning like a Cheshire cat because we have tried to grow them in the past and they have always been a disaster. I must try and get a photo of them. I'll be sure to cover them up as dont want them to go yellow.
I think it must be a caterpillar eating the heads of the broccoli - I did find and dispose of one big fat green caterpillar a few weeks ago but there must be more in there. The strange thing is that the leaves are mostly intact and everything looks so clean under the netting. However - if one got in then there must be others 
The one I found was huge - great big fat green thing....yuk.

but don't leave them too long before picking or they will bolt.
Better to have frozen caulis than bolted ones