Preheat oven to 350 degrees F and set a rack in the middle of the oven.
Place jalapenos on a sheet tray and roast for 10 minutes. Remove from the oven and let cool. Turn broiler on medium.
Heat the oil in a medium saute pan. Add the sausage and cook for 5 to 7 minutes. Add the onions, peppers, and garlic and cook to soften for about 5 minutes. Remove and place in a large bowl. Cool to room temperature, then add mascarpone, and Parmesan. Mix ingredients thoroughly and season with salt and pepper.
Place approximately 1 tablespoon of mixture into each jalapeno half, and top with 1/2 teaspoon of mozzarella cheese.
Place the sheet tray of stuffed peppers in oven and broil until mozzarella cheese melts.