In a medium-sized bowl add the mascarpone and cream cheese. Using an electric mixer on medium speed, beat the cheeses until combined. Slowly add the powdered sugar, while mixing, until well incorporated and fluffy. Set aside.
Lay out the 12 slices of pound cake on a work surface. Spread a liberal amount of the cream mixture on 6 slices and cover with the remaining 6 slices. Spread each side of the sandwiches with a little butter. Put them on the hot grill pan and cook for 2 to 3 minutes on each side. Remove them to a cutting board. Slice each sandwich, diagonally, and arrange them on a platter before serving.