In a small bowl, combine the mascarpone, powdered sugar and lemon zest. Mix until well combined and the mascarpone is smooth.
Assemble the sandwiches by placing 1 tablespoon blueberry preserves in the center of 4 of the pieces of bread. Using two tablespoons, place a heaped tablespoon of the mascarpone mixture on top, and then place a slice of bread on top of each.
Heat the sandwich press over an open flame (gas, or if you're camping, a fire pit). Remove from the heat, open and spray the inside with nonstick spray. Place a sandwich in the press, close tightly and pull away any exposed crust around the edges. Place over the flame until the bread is crispy and golden, 1 minute per side. Repeat with the remaining sandwiches.
Slice in half, dust with powdered sugar and serve with vanilla ice cream if desired.