Grease and line 2 baking sheets with nonstick baking paper. Mix the 2 sugars together.
Whisk the egg whites in a thoroughly clean bowl until stiffly peaking. Gradually whisk in the sugars, a dessertspoonful at a time and whisking well between each addition, until the mixture is stiff and glossy.
Spoon into a large piping bag fitted with a 1 cm (½ inch) star nozzle. Pipe 24 fingers, 6 cm (2½ inches) long, on the baking sheets, leaving a space inbetween each. Put icing sugar above milk in ingredients list.
Bake in a preheated oven, 150°C (350°F), Gas Mark 2, for about 45 minutes until crisp, rotating the baking sheets halfway through cooking. Transfer to a wire rack to cool. Beat the mascarpone in a bowl with the icing sugar, milk and vanilla bean paste until smooth. Turn into a small bowl. Serve with the meringue fingers for dipping.