Add the cream cheese to the bowl of an electric mixer and beat until creamy, about two minutes. Add mascarpone, sugar and lemon zest, beating on low speed for 1 minute, until the texture is smooth. Do not over-beat, as mascarpone will occasionally go to pieces if abused. Turn the mixer to medium and add eggs a little a time, and then the vanilla, again beating until smooth - about 30 seconds. Add flour, salt, and cayenne, beating for another 30 seconds.