Beat the mascarpone cheese, confectioners sugar, and vanilla in a large bowl until smooth. Fold in the whipped cream. Spoon cheese mixture into a piping bag fitted with a star tip.
Leaving the stem end in tact, cut off the tip of each strawberry, and carefully remove the core using a small, thin knife. Stand strawberries upright (stem end down), and slice through the tip toward the stem. Do not cut completely through. Repeat, slicing a total of 4 times. Each strawberry will have 8 sections. Roll the strawberries in the sugar.
Gently open each strawberry and fill each with the cheese mixture, using a circular motion. Arrange strawberry roses on a platter, and sprinkle with lemon zest.