Prepare the cheese custard. Add cream cheese, Mascarpone cheese, Parmesan cheese, fresh milk and salted butter into a small pot. Place the pot into a large, shallow pan/pot with barely simmering water. This is the bain-marie method; the aim is to create a gentle and uniform heat for cooking custard. Keep stirring the mixture till everything is melted.
Once the mixture has melted, add sifted corn starch (the amount depends on final consistency of custard desired) and icing sugar. Mix till well-blended, the mixture will thicken slowly.
Add full egg, vanilla extract and lemon juice. Mix till well-blended, the mixture will further thicken into custard. Taste the custard and if desired, add some sea salt to increase intensity of the cheese taste.
There may be some fine lumps and grainy bits in the custard. Sifting will yield a more velvety smooth custard, but this is optional. Let the custard cool down completely.
Preheat oven to 350°F.
Fill a piping bag with the cheese custard. Chill in the freezer for 5-10 minutes to firm it up. Pipe the custard into the tart cases, in a slightly domed shape. Brush custard evenly with egg yolk.
Bake the tarts at 350°F for 12 to 15 mins.
Once baked, remove from oven and place on wire rack to cool.