In a large bowl, combine the mascarpone, cream, powdered sugar, and vanilla. Beat until medium peaks form. Cover and chill.
In a resealable bag, add the pineapple, brown sugar, and cinnamon. Massage gently to combine. Set aside to let the juices form, about 5 minutes.
Preheat grill to medium-high heat. Remove pineapple from bag and save juice. Grill pineapple for 2-3 minutes per side. Serve over slices of pound cake, top with mascarpone whipped cream and drizzle with reserved pineapple juice.