How Do I Fix Curdled Mascarpone Cheese?
Mascarpone is very prone to curdling in mixtures like this if any of the ingredients are different temperatures. Generally, you whip the cheese to soften it and it warms up a bit in the process, then if the milk you added is colder than the cheese, the fats in the cheese will solidify again, causing it to appear curdled. 

The best way to avoid this is to make sure everything is room temperature, and to add the liquids very slowly. To fix it once it has already curdled, generally you would gently heat it over a double boiler (or microwave it a few seconds at a time) while whipping it until you've whipped the lumps out. Once it's smooth, let it cool back to room temperature, stirring regularly, and rewhip it once it's cool.