Combine butter, milk, sugar, salt in a small pot. Melt on medium heat until mixture boils.
Immediately add the flour to the boiling liquid and stir on heat until a dough forms. It should unstick itself from the sides of the pot. Remove from heat and cool slightly.
Mix in each egg one at a time, fully incorporating each egg between additions. The dough should be smooth and have a consistency similar to whipping stiff peaks. As a test, the dough should barely drip off from a spoon or spatula.
Preheat the oven to 400ºF.
Transfer dough into a piping bag (or ziploc with one corner cut). Pipe out the dough in circles about 1.5-2 in diameter.
Place a bowl of water at the bottom of the oven and bake the profiteroles for 20 minutes, until golden brown. Cool on a wire rack.
Meanwhile, make the filling. Cream the mascarpone, lemon zest and lemon juice until smooth. Add heavy cream slowly while mixing. Add powdered sugar and whisk until medium peaks form. Adjust with cream and sugar as necessary to create a pipeable filing. Chill in fridge until ready to use.
Once profiteroles have cooled to room temperature, use a knife to slice them in half horizontally. Fill a clean piping bag with the mascarpone filling. Pipe a swirl in each and enjoy!
Notes
When transferring batter or filling to a piping bag, it's easiest if you fold the tip up and rest the bag in a cup/mug. If using a ziplock, cut the corner right before you start piping.
Choux based on Julie Soucail's "How To Cook French Pastry"