With a small serrated knife, cut a slit in each slice, along an edge, to form a pocket that can be filled. Set aside.
In a small bowl, cream together the cream cheese (or mascarpone) and the jam.
Stuff each slice of bread with about a tablespoon of the jam and cheese mixture.
In a shallow dish or a pie plate, whisk together the eggs, milk, and cinnamon.
Meanwhile, preheat a fry pan over medium-high heat.
Soak each stuffed slice in the egg mixture for 5 seconds on either side.
Place a piece of butter in the heated fry pan, and fry the French toast in batches.
Serve immediately with a generous drizzling of maple syrup.