This has been one of our favorite desserts all Summer. I simply sprayed the peaches with a little canola, grilled them for a couple minutes flesh side down, rotated them to get nice grill marks, and then flipped them over and added the Mascarpone and a dusting of cinnamon/sugar. We made these many, many times starting when the early peaches came in.
P.S. – A little drizzle of honey on top doesn’t hurt either.