Add the butter to a sauce pan on medium heat. Whisk in the heavy cream and heat for a minute. Then add in the mascarpone cheese, salt and pepper.
Once the mascarpone is melted, add in the cheddar cheese and stir. Cook over medium low heat for a few minutes, or until the sauce has thickened to your liking. Mine took a little over 3 minutes.
Once thickened, add in the lemon zest and serve.
