Slice bread ½ inch thickness 12 slices.
In a medium bowl, mix together the cream cheese, mascarpone, the confectioners’ sugar, and the lemon zest.
Spread the filling equally on 6 slices of bread and top with blueberries. Place the remaining 6 pieces of bread on top of the filling, like a sandwich and press gently to close.
Place the stuffed bread on a large baking tray.
Whisk together the eggs, half and half, vanilla, a grating of nutmeg, and a pinch of salt.
Dip the bread in mixture, soak for 1 minute and let excess mixture drip off.
Heat the grill to medium heat 350°F (180°C) and oil grill to prevent sticking.
Place each of the French toast on the grill and cook until nicely browned and crisp on the outside, about 3 minutes per side. Watch closely for burning.
Transfer French toast to a platter, brush with melted butter. Drizzle with maple syrup and serve.