Make the filling:
Preheat the oven to 300 degrees and line a 9x5 pan with parchment. Set aside.
In a large bowl, combine the plain skyr and the white granulated sugar. Beat everything until fully combined, about 1-2 minutes.
In a separate bowl, whisk the corn starch, salt, vanilla extract, heavy cream, egg and egg yolk until fully combined and smooth.
Pour the egg mixture into the whisked skyr mixture and add the lemon zest. Beat the entire mixture until fully smooth and homogenous, about 3 to 4 minutes.
Pour the mixture into the loaf pan and tap any air bubbles out. Add a tray of water into the oven, this will provide moisture so the custard doesn't dry out.
Bake the lemon skyr custard for about 30 -35 minutes or just until the edges are set and the center is jiggly. Let it cool at room temp for at least 30 minutes.
Make the buns:
Preheat the oven to 400 degrees. Line two baking sheets with parchment paper. Using a small glass or a cookie cutter, trace 2-inch circles on the parchment, leave about ¾ inch gap between each circle. Flip the parchment paper over on the baking sheet so the traced side is down.
In a large pot, bring the water, whole milk, butter, vanilla extract, salt and sugar to a rolling boil over medium-high heat. Once the mixture is boiling, pull the pan off the heat.
Add the flour all at once and quickly mix everything with a rubber spatula or wooden spoon until combined. The flour will create a thick paste.
Place the pot over the stove again on medium heat and cook the mixture for another minute or two or just until the mixture starts to look dry.
Using an electric blender or stand mixer, beat the mixture for about a minute or two until slightly cool and most of the steam has escaped.
Place the eggs in one at a time and gently incorporate them into the cooled mixture. Mix until the eggs are fully incorporated. The batter should fall in ribbons once fully combined.
Transfer the dough to a pastry bag fitted with a large round tip and pipe mounds within the traced circles on the parchment.
Bake the cream puffs at 400 degrees for about 15 minutes and then turn the down to 350 degrees. And bake for another 15 minutes or until the puffs are deep golden brown.
Once golden brown, make a horizontal incision with a paring knife to let the steam out. This will help the puffs dry out a bit.
In a clean bowl, whip the mascarpone cheese until whipped and creamy. Add in the lemon skyr custard mixture into the same bowl and whip until fluffy. About 3-4 minutes.
Cut the cream puffs either in 2/3 the way up with a sharp knife. Pipe in the skyr cream and dust with powdered sugar. Enjoy!