Whisk together egg yolk, sugar, and cornstarch in a heat-resistant bowl.
Gently heat milk in a saucepan until simmering, then add remaining sugar.
Gradually pour hot milk over yolk mixture while stirring to temper the yolks.
Pour combined mixture back into the saucepan through a sieve to remove lumps.
Stir continuously over medium-low heat until custard thickens and gently boils.
Transfer custard to another bowl, cover tightly with plastic wrap, and let it cool.
In a separate bowl, whip butter until smooth, then add mascarpone cheese and continue whipping until fluffy.
Gradually add custard to the butter mixture, one tablespoon at a time, while whipping until fully combined.