Preheat oven to 400 degrees F. In mixing bowl beat butter with electric mixer on medium speed for 30 seconds. Add granulated sugar, rosemary, lemon peel, baking powder and salt. Beat until combined, scraping sides of bowl. Beat in vanilla. Beat in as much of the flour as you can. Stir in remaining flour.
Shape dough into 1-inch balls. Place 2 inches apart on a parchment paper-lined cookie sheet. With bottom of glass dipped in sugar flatten to 1/2-inch thickness. Bake 8 minutes or until bottoms are lightly browned. Cool 1 minute. Transfer to wire rack; cool.
Meanwhile, in small bowl combine lemon curd and mascarpone cheese. Spread on flat side of half of cookies. Top with remaining cookies, flat side to filling. Sprinkle with powdered sugar. Serve immediately or refrigerate, in layers separated by waxed paper, in airtight container up to 24 hours. Let stand at room temperature for 30 minutes before serving. Sprinkle with powdered sugar.