In a large bowl, cream butter and sugar until light and fluffy.
Add egg yolk and vanilla; beat until blended.
Beat in mascarpone just until combined.
Gradually add flour, mixing well after each addition until well combined.
Chill the dough for 1 hour.
Heat oven to 350 degrees.
Roll spoonfuls the size of a golfball of dough in your hands and roll in tri-color nonpareils.
Bake cookies on parchment covered cookie sheet for 12 minutes. Cool completely.