THE PUDDING: In a small mixing bowl, whisk together the egg, egg yolk, and milk. Stir in confectioner’s sugar and salt and set aside. In a separate bowl, combine the cubed ciabatta, berries, and lemon zest. Pour the egg mixture over the bread and berries, cover the bowl, and refrigerate for at least an hour.
Heat the oven to 350°F. Transfer the chilled pudding mixture to a buttered 9-inch square casserole dish. Place the casserole dish inside a large roasting pan and pour hot water in the pan to create a water bath. Bake for 45 minutes, or until the pudding is firm in the center. Meanwhile, prepare the sauce.
CITRUS CARAMEL MASCARPONE SAUCE: Combine all the ingredients in a medium-size bowl and mix well with a hand blender.
Cool the baked pudding until warm or at room temperature. Scoop out each portion and top with some of the sauce. Garnish with fresh blueberries, if desired.