Directions:

• Peel peaches, remove pits, and slice into a heavy saucepan, catching all the juices. Stir in sugar, nutmeg, and cinnamon, and cook over medium heat until bubbly. Continue cooking, stirring occasionally, until the sauce reaches a syrupy consistency, about 10 minutes. Remove from heat.
• Meanwhile, cut off and discard the ends of the bolillo rolls. Slice the rolls into 1 1/4-inch-thick slices. Lay each slice of bread on a board, and with a sharp knife held parallel to the board, cut a pocket into each slice, leaving three sides intact. Set aside.
• Stir together the mascarpone, confectioners' sugar, and lemon zest until smooth. Scoop this mixture into a small plastic bag. Cut off one corner of the bag, and pipe as much filling into the pocket in each slice of bread as will fit without overflowing.
• Whisk together the eggs, milk, and vanilla in a shallow bowl. Melt butter with oil over medium heat in a large nonstick skillet. Dip each stuffed piece of bread into the batter, add to the skillet, and cook until browned on both sides. Serve hot with the warm peach sauce.