Place 6 to 8 small bowls or ramekins onto a baking sheet. In a small mixing bowl, whisk the sugar with the cornstarch to combine.
In a pot, mix in milk with the sugar mixture and continue to whisk. Then, start to bring to a simmer over medium heat.
While the milk is heating up, whisk the egg yolks in a bowl. As the milk simmers, gradually pour it over the eggs while whisking constantly. Continue to mix for a while after all the milk has been poured in, then return the mixture to the pot.
Cook the pudding over medium-low heat (while also whisking constantly) until the mixture begins to bubble or boil from the center of the pot, 1 to 2 minutes more.
Remove from the heat and add in the vanilla, cinnamon and mascarpone cheese. Continue to mix until completely smooth.
Pour the pudding into the prepared ramekins and cover the tray with plastic wrap. Refrigerate until cool for at least 30 minutes.
For the topping, whip the heavy cream and sugar until it forms medium peaks. Then, place a tablespoon of whipped cream on top of each pudding. Top them off with a sprinkle of cinnamon and some fresh berries.