For the Creamy Caper and Lemon Sauce: Combine the mascarpone and mayonnaise in a medium bowl. Slowly add the milk, stirring as you go, until all the milk is incorporated. Add the remaining ingredients. Stir to combine. Set aside.
For the Pork Milanese: Combine the flour and the 1/2 teaspoon salt and pepper in a shallow dish and stir together. Crack the eggs into another shallow dish and beat until combined. In a third shallow bowl, place the breadcrumbs. Season the pork with salt and pepper. Dip the pork, one at a time first in the flour, then the eggs, then the bread crumbs. Warm the vegetable in a large skillet over medium heat. When the oil is hot place the breaded pork in the pan. Cook until golden and cooked through, about 4 to 5 minutes per side. Transfer the pork to a serving platter and serve with the sauce alongside.