Heat oil in a large pot over medium heat. Add shallots, and saute about 5 minutes until they begin to brown. Add broccoli florets, and saute 1 minute. Add broth. Bring to a boil, and reduce heat to low temperature. Cover and simmer about 10 minutes, or until vegetables are tender. Cool slightly.
Working in batches, transfer the soup to a blender and puree until smooth. Return to pot. Whisk mascarpone and cayenne pepper into soup. Check temperature reheating as necessary, being careful not to boil the soup. Taste for seasonings, and add salt as desired.
Ladle soup into bowls, and garnish with chives and additional mascarpone as desired.
Notes
*If you've never tried shallots, they're great! They're small onions that practically melt into the food. If your store doesn't carry shallots, yellow onions will also work, but the flavor will be a little different.** If you can't find mascarpone cheese, cream cheese or creme fraiche can be substituted. Sour cream may even work, but the soup won't be as sweet.