With a 1/2-teaspoon measuring spoon, scoop out the center of each watermelon cube. Set the cubes scooped-side-down on a paper-towel-lined baking sheet. Set aside.
In a medium bowl, combine the cream, mascarpone, cinnamon, vanilla, agave, lime zest and the juice of one of the lime halves. Beat until nice and thick using a hand mixer. Set aside.
Squeeze the remaining lime half over the watermelon. Flip the watermelon cubes over and fill each with 1 teaspoon of the mascarpone filling. Top with chocolate chips and serve.