For the crust: In a food processor combine the flour, salt, and sugar. Pulse to combine. Add the butter and pulse until the butter is finely chopped and the mixture resembles a coarse meal. Add the mascarpone cheese and lemon juice and pulse a few times. Add the ice water and run the machine just until the mixture is moist and crumbly, but does not form a ball. Do not over mix. Turn the dough out onto a sheet of plastic wrap. Press into a disc, cover, and refrigerate for 30 minutes.
For the filling: Place an oven rack in the lower third of the oven. Preheat the oven to 400 degrees F. Melt the butter in a large nonstick skillet over medium heat. Add the apple slices, sugar, and cinnamon. Cook, stirring frequently, until the apples are softened, but not mushy, about 5 minutes. Set aside to cool for 10 minutes. Stir in the lemon juice, lemon zest, walnuts, and Gorgonzola.
Cut a piece of parchment paper to fit the inside of a 12 by 17-inch baking sheet and place on a work surface. Place the chilled dough on the parchment paper. Roll the dough out into an 11-inch circle, about 1/4-inch thick. Lift the parchment paper and transfer to the baking sheet. Spoon the apple filling into the center of the dough. Spread the filling evenly, leaving a 2-inch border. Fold the dough border over the filling to form an 8-inch round. Pleat the edge of the pastry and pinch to seal any cracks in the dough.
Using a pastry brush, brush the crust with the beaten egg. Bake until the crust is golden, about 25 minutes. Cool for 10 minutes before slicing and serving.
Recipe courtesy of Giada De Laurentiis