Pierce the pork with a sharp knife and insert the pieces of rosemary and garlic evenly all over the fillet. Heat half the oil in a roasting tin on the hob, add the pork and cook for 5 minutes or until browned all over.
Add the fennel, onion and red pepper to the roasting tin and drizzle the vegetables with the remaining oil. Season well with salt and pepper. Roast in a preheated oven, 230°C (450°F), Gas Mark 8, for 20 minutes or until the juices run clear when the pork is pierced in the centre with a knife.
Transfer the pork and vegetables to a serving plate and keep hot in the oven. Add the wine to the roasting tin and simmer on the hob until slightly reduced. Stir in the mascarpone, if using.
Cut the pork into slices and arrange on serving plates with spoonfuls of the roasted vegetables and a spoonful or two of the sauce. Serve immediately garnished with rosemary sprigs.