Whip heavy cream. In a chilled bowl, combine heavy cream, powdered sugar, and vanilla. Whip on medium speed until the mixture doubles in volume. Stop before reaching soft peaks.
1/2 cup heavy cream, 3 tablespoons powdered sugar, 1/2 teaspoon vanilla extract
Add mascarpone cheese. Stir mascarpone gently into the whipped cream to break it up, then mix on low speed until smooth (no mascarpone lumps). Increase to medium speed and whip just until the frosting is firm. Stop immediately if it turns grainy.