Peel the skin of the peppers with a potato peeler. Then remove the seeds and cut into very small cubes. Put in a bowl.
Peel the eggs and cut them into small cubes. Pluck the parsley leaves from the branches and finely chop together with the capers. Add to the peppers.
Mix the mascarpone, yoghurt (or sour single cream), mustard, lemon juice, salt and pepper (a splash of Tabasco or a pinch of cayenne pepper of your choice) until smooth. Add to the peppers and mix well. Season if necessary.
If you want, serve on a salad and serve with fresh bread.