Heat oven to 350°F. In a small bowl, combine sugar and cinnamon. Remove cookie dough rounds from tray. Dip cookie into sugar mixture, on both sides. Place 1 cookie dough round on baking sheet. Bake 12 to 15 minutes or until light golden brown.
In chilled medium bowl, beat whipping cream and sugar with electric mixer on high speed until stiff peaks form. Add mascarpone and vanilla and whip until combined.
Set a cookie on a plate and spoon cream mixture on top. Add another cookie and cream layer unti you have 3 layers. Sprinkle any remaining sugar mixture on top.