Set up a double boiler. Combine egg yolks, vanilla extract and half amount of sugar in a top of a double boiler.
Place a double boiler over low heat (barely simmering water) and whisk constantly until the sauce is thick and pale yellow, approximately 10 minutes.
Remove from the heat and let it cool down slowly. Or if you’re in a hurry, you can whisk over an ice bath until cool.
Overcooked egg mixture will curdle and turn into scramble eggs. If so, discard and start over again.
Put egg whites in a mixing bowl of a stand mixer fitted with whisk attachment. On medium-high speed, whip egg whites until foamy then add remaining of the sugar and beat until soft peaks are formed, approximately 3-4 minutes.
Transfer whipped egg whites to a large bowl, set aside for later use. Clean the whisk attachment and the stand mixer’s mixing bowl. Add heavy cream in.
On high speed, whip heavy cream to soft peaks, about 4 minutes.
In a large, clean mixing bowl, using a rubber spatula and fold the egg yolks mixture into mascarpone.
Then carefully fold whipping cream and egg whites in to mascarpone mixture just enough to incorporate everything. About 1 minute. Don’t over mix the cream mixture.