Preheat the oven to 375F.
In a large bowl, beat the eggs and sugar for 3-4 minutes, until thick and pale yellow. Beat in the water and vanilla. Beat in the flour, baking powder and salt, beating just until smooth.
Line a shallow rimmed baking sheet - about 10x15 inches - with parchment or foil, and if you use foil, butter it or spray it with nonstick spray. Pour in the batter and smooth it to fill the pan to every edge. Bake for 12-14 minutes, until golden and springy to the touch.
Run a thin knife around the edge of the cake and invert onto a tea towel that's been dusted with icing sugar. Peel off the parchment or foil, then starting on a short side, roll up the cake with the towel and set aside to cool completely.
To make the filling, beat the mascarpone or cream cheese with the icing sugar, lemon zest and juice until creamy and spreadable.
Unroll the cake (it's OK if the inside edge stays curled - don't try to flatten it) and spread with the filling. Roll the cake back up, transfer it to a plate and dust with icing sugar.
Serve in slices.