1. Line a baking sheet or plate with parchment or waxed paper and set aside. Melt the chocolate in the microwave for 30 second intervals, stirring between each interval until the chocolate is completely smooth. Dip the open end of each sugar cone in the melted chocolate, then transfer to the parchment lined baking sheet. Once all the cones have been dipped in chocolate, set them aside to set while preparing the filling.
For the filling
1. In a bowl, combine the mascarpone, sugar, and vanilla and mix together until smooth.
2. In a separate bowl, beat the whipped cream with electric beaters until it thickens and holds its shape.
3. Gently fold the whipped cream into the mascarpone mixture until blended.
4. Transfer the filling to a piping bag fitted with a wide tip, and fill the chocolate dipped cones. If you don't have a piping bag, you can use a large resealable bag instead - just snip the corner off one end of the bag to create your own piping bag.