In a small saucepan, combine sugar and water. Bring it to a boil over medium heat and cook until the syrup reaches 244°F (118°C), about 8 minutes.
½ cup granulated sugar, 2 tablespoons water
In a mixing bowl with a whisk attachment, beat the yolks until pale yellow color, about 5 minutes.
4 egg yolks
While the mixer is running on low speed, slowly pour in the sugar syrup into the yolks. Then increase the speed to medium and beat for 4 minutes.
Add mascarpone cheese and vanilla extract and whip until combined, about 30 seconds.
8 oz mascarpone cheese, 1 teaspoon pure vanilla extract
In a separate mixing bowl, whip the heavy cream until hard peaks form.
1 cup heavy cream
Add the whipped cream into the mascarpone mixture and gently fold until well combined.