Place the flour in a large bowl and make a well in the middle. Beat together the egg with the milk and 2 tbsp sugar and slowly add to the flour. Mix well until you have a smooth batter. Stir in the lemon zest.
Rub a 20cm frying pan with a little sunflower oil and heat over a medium heat. Add a small ladleful of batter, just enough to coat the base of the pan, then swirl around the pan quickly until it covers the base. Cook for 1 minute until lightly coloured underneath then flip over and cook for a further 1 minute. Tip out on to a plate, then place the pan back on the hob and continue making pancakes until all the batter is gone.
Heat the butter in a large frying pan and cook the apple slices over a gentle heat until starting to turn golden. Add the cinnamon and remaining sugar and cook for a further 5-6 minutes until golden and caramelised.
Fold each pancake in half, then fold in half again to form a cone. Fill each with some of the sticky apples. Place two pancakes on a plate and serve with a spoonful of mascarpone cheese and a drizzle of pan juices.