Sift together powdered sugar and corn starch in a small bowl and set aside.
In a double boiler, add the cream cheese, mascarpone, cheddar cheese, milk and butter. You can make a double boiler by placing a heat-proof glass bowl over a pot of water on medium heat. Cook until the cheeses melt, stirring frequently.
Add sugar and corn starch to the cheese mix, stirring frequently until incorporated. Add in egg, vanilla extract and lemon juice, stirring as you add.
Continue cooking for 15 - 20 minutes on medium heat until the mixture has thickened into a custard-like consistency. It will continue to thicken as it cools. Remove from heat and cover with plastic wrap. Make sure the plastic wrap touches the top of the filling to prevent a film from forming. Set aside and let cool to room temperature.