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1. Preheat oven to 400 degrees F. In a mixing bowl beat butter with electric mixer on medium speed for 30 seconds. Add granulated sugar, rosemary, lemon peel, baking powder, and salt. Beat until combined, scraping bowl occasionally. Beat in vanilla. Beat in as much of the flour as you can with the mixer. Using a wooden spoon, stir in any remaining flour.
2. Shape dough into 1-inch balls. Place 2 inches apart on a parchment paper-lined cookie sheet. With the bottom of a glass dipped in granulated sugar, flatten each ball to to 1/2-inch thickness. Bake about 8 minutes or until bottoms are lightly browned. Cool on cookie sheets for 1 minute. Transfer to wire racks; cool.
3. Meanwhile, in a small bowl combine lemon curd and mascarpone cheese. Spread on bottom sides of half of the cookies. Top with remaining cookies, bottom sides down, to make sandwiches. If desired, sprinkle with powdered sugar.