Preheat the oven to 350°F. Line a muffin tin with foil cupcake liners, and set aside.
In a large mixing bowl, add melted butter and whisk in sugar until butter is no longer warm to the touch.
Whisk in egg, buttermilk, and vanilla until well combined. Set aside.
In a separate mixing bowl, add remaining cupcake ingredients, and quickly whisk together.
Add dry ingredients to butter mixture, and whisk until combined.
Scoop batter into prepared muffin tin, filling ¾ of the way up (you may need to do 2 batches or use another tin).
Bake for 14-16 minutes at 350°F, until tops spring back lightly to the touch or a toothpick comes out clean.
Remove cupcakes to a wire rack after 15 minutes. Allow cupcakes to finish cooling.
Use a small skewer or fork to poke holes all over the top of the cupcakes. Set aside.
For the Milk Mixture
In a medium mixing bowl, whisk together the three milks.
Drizzle milk mixture slowly over the cupcakes, giving it enough time to absorb into the cupcakes before adding more.
Cover cupcakes lightly and refrigerate for at least 1 hour or up to 12 hours.
For the Whipped Mascarpone Frosting
Chill a large metal mixing bowl for 15-20 minutes.
Add heavy cream, vanilla, and powdered sugar. Beat until stiff peaks form (like whipped cream).
Mix in mascarpone cheese, and whisk to combine.
Spread or pipe frosting onto chilled cupcakes.
Video
Notes
Use foil cupcake liners so that the milk mixture will stay in the cupcake. I used these ones from Amazon.
Allow your cupcake ingredients to come to room temperature before mixing. This process allows the ingredients to mix together more fully and will result in better, fluffier cupcakes.
Don't over-mix! Lumps are okay! Mixing too much will turn your nice fluffy cupcakes very dense and tough. Mix until just combined.
Storage: Store covered in the refrigerator for up to 3 days.
Freezer Directions: Make only the cupcakes. Allow to cool completely, cover tightly and freeze for up to 2-3 months. Thaw in the refrigerator overnight before finishing preparation. I do not recommend freezing them after soaked in milk (they will be soggy when you thaw them), and I don't recommend freezing the mascarpone frosting (it will become very grainy).