Preparation Heat oil in large pot over medium heat. Add shallots; sauté 3 minutes. Add broccoli; sauté 1 minute. Add broth; bring to boil. Reduce heat to medium-low. Cover and simmer until vegetables are tender, about 10 minutes. Cool slightly. Working in batches, transfer soup to blender; puree until smooth. Return to pot. Reserve 1/4 cup mascarpone in small bowl; cover and chill. Whisk 1 1/4 cups mascarpone and cayenne pepper into soup. Season with salt. DO AHEAD Can be made 1 day ahead. Cover; chill. Heat soup over medium heat, stirring occasionally; do not boil. Ladle soup into bowls. Garnish with reserved mascarpone. Sprinkle with chopped chives and serve.