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Step 1
Place potato halves into a large pot of salted water, bring to a boil, and reduce heat to medium-low. Cook until very tender, about 15 minutes. A knife should pierce the middle of a potato half easily. Transfer potatoes to a colander and drain thoroughly, about 5 minutes.
Step 2
Preheat oven to 425 degrees F (220 degrees C).
Step 3
Whisk mascarpone cheese in a mixing bowl until smooth. Stir egg yolk and milk into mascarpone cheese, whisking until smooth; season with salt, black pepper, and cayenne pepper.
Step 4
Transfer potatoes to a separate large mixing bowl, add butter chunks to potatoes, and season with salt and black pepper. Mash butter into potatoes with a potato masher until fluffy; a few lumps are okay. Whisk mascarpone mixture into mashed potatoes.
Step 5
Spread mashed potatoes into a 9x13-inch baking dish. Smooth the top and use the tip of a spatula to lightly press the potatoes and lift up to create little peaks and valleys in the top.
Step 6
Bake in the preheated oven until potatoes are heated through and top is golden brown, about 20 minutes.