In a large bowl, whisk together eggs, milk, sugar, lemon zest and vanilla. Stir in bread to coat well. Cover and refrigerate for at least 1 hour or up to 8 hours.
Preheat oven to 375°F (190°C).
Lightly butter eight 1 cup (250 mL) oven proof ramekins and place on baking sheet; set aside. Stir blueberries into bread mixture and divide evenly into prepared ramekins.
Bake ramekins for about 40 minutes or until golden, puffed and knife inserted in centre comes out clean. Let cool slightly. (They will deflate slightly as they cool.)
Meanwhile, in a bowl, beat together mascarpone, cream and icing sugar with lemon zest and juice until combined.
Add a generous dollop to top of each ramekin when ready to serve.