Line the bottom of a springform pan with parchment paper, and brush the sides with oil.
In the bowl of a stand mixer or by hand, combine the egg yolks, sugar and lemon zest. Using the whisk attachment or by hand, beat the eggs and sugar until they become very pale and thick and have doubled in size. Reduce the speed of the mixer and slowly beat in the 3/4 cup of olive oil and sherry. Remove the bowl from the mixer and gently stir in the flour using a wooden spoon. Mix just until the flour is combined. Reserve.
Beat all the egg whites with a pinch of salt until they form stiff peaks. Using 1/3 of the egg white mixture at a time, fold into the egg yolk mixture. Once all of the egg whites are combined, transfer the mixture to the prepared springform pan.
Bake in the preheated oven for 45 minutes or until a cake tester comes out clean.
When the cake is done, remove it from the oven and let it cool for 10 minutes. Remove it from the springform pan and let cool completely.
Combine the blueberries, lemon zest, sugar, cinnamon and water in a saucepan. Bring mixture to a simmer and cook for 20 to 30 minutes or until the berries have burst and the liquid has reduced to a jam consistency. Remove cinnamon stick and discard. Cool completely before serving.
Serve a slice of the cake with the blueberries and a dollop of mascarpone.