In a medium saucepan add together berries (raspberries, blueberries, blackberries, and strawberries), lemon juice and zest, granulated sugar, and water. Bring it to boil, then reduce the heat and simmer for a few minutes to incorporate the flavors.
Let the compote cool off. Then strain the compote, separating the berries from the liquids in separate bowls.
In a standing mixer, using a whisk attachment, whip cold heavy cream, powdered sugar, and vanilla extract until stiff peaks.
In a separate bowl, cream together mascarpone cheese and granulated sugar. Add whipped cream and fold it in.
To assemble, prepare 3 stemless wine glasses or regular short glasses.
Using a piping bag with a tipped nose, pipe a little bit of mascarpone/whipped cream on the bottom of the glasses.
Cut lady fingers in halves and dip them in the berry reduction. Layer 2 halves on the bottom of each glass, spoon 1/3 of berry sauce and pipe out a layer of mascarpone cream. Repeat the layers 2 more times.
Cover the glasses with plastic wrap and refrigerate for at least 2 hours.