Into a medium bowl, combine the mascarpone cheese, lemon curd and milk.
Using a hand mixer, beat until the ingredients are combined and the mixture is smooth.
The Rest:
Preheat oven to 400 degrees F. Line a large baking sheet with parchment paper.
On a lightly floured surface lightly roll out puff pastry. Using a 3¾-inch round biscuit cutter, or the rim of a glass or bowl, cut out 6 circles from the puff pastry. Lay the circles on the prepared baking sheet.
Lightly brush the tops of the puff pastry with egg.
Bake until puffed and light golden brown, about 10 minutes. As soon as the puff pastry is removed from the oven, lightly press it down with the back of a spatula so that the surface of each round is flat.
Lift the puff pastry pieces from the baking sheets and let cool on wire racks.
Assembly:
Spread a heaping tablespoon of the lemon mascarpone on each puff pastry round.