Start by getting your oven ready. Heat it to 350°F (175°C). Line a 9×13-inch pan with parchment paper and lightly grease the exposed sides so the cake won’t stick.
In a large mixing bowl, put the cake mix, egg whites, oil, water, lemon zest, and lemon juice. Beat everything together on medium speed for about two minutes, just until the batter is smooth.
Pour the batter into the prepared pan and spread it out evenly. Bake it for 25 to 30 minutes, or until the center gently springs back when you touch it. Set the pan on a cooling rack and let the cake cool completely.
While the cake cools, make the filling. Beat the mascarpone in a bowl until it turns smooth. In another bowl, whip the heavy cream until it forms soft peaks. Gently fold the whipped cream into the mascarpone.
Add the lemon zest, powdered sugar, vanilla, and fresh lemon juice to the mascarpone mixture. Beat on low speed until the filling becomes smooth and slightly thick. Let it chill in the fridge for about 10 to 15 minutes.
When the cake has cooled, lift it out of the pan. Cut it into even squares or rectangles—whatever size you prefer.
Split each piece in half horizontally. Spread a generous layer of the lemon cream in the middle, then place the top piece back on. Smooth the sides if the filling is sticking out.
Finish by coating the sides with crushed vanilla cookie crumbs, gently pressing them so they stick. Dust the tops with a little powdered sugar before serving.