Preheat oven to 400° F. Grease every other cup in a mini muffin tin.
Roll one sheet of puff pastry on a floured surface to measure 9x18 inches. Cut into 18 3-inch squares.
Press one pastry piece into each greased muffin cup allowing edges to drape over the edge of the cup.
In a mixer fitted with a paddle attachment, mix the Mascarpone cheese, flour, egg, cinnamon, sugar and vanilla on medium speed until uniform. Fill each pastry 3/4 full with cheese filling. Bake approximately 12 minutes or until the pastry is golden and the cheese filling is set.
Top each pastry with about 1 teaspoon cherry jam and sprinkle with toasted chopped walnuts.