Make the nuts: Melt the butter over low heat in a small skillet until foaming. Add the nuts and lemon zest and let cook over low heat for 4 minutes. Add the thyme and cook for another 2 minutes. Remove the nuts to a small bowl using a slotted spoon. Reserve the butter in the pan. Mix the nuts with the brown sugar, salt, and cayenne and set aside to cool. Once cool, give a rough chop. You want large chunks, not a fine chop.
Mix the Mascarpone with the lemon zest, lemon juice, brown sugar, thyme and salt. Set aside
Toss or brush the peaches with the leftover butter in the pan. Sprinkle the cut side of each peach with a pinch of brown sugar.
Heat a grill over medium high heat.
Grill the peaches cut side down for 4 minutes, with the lid down.
Plate peaches, 1 whole peach per person, and top each half with 1/2 TB mascarpone and a sprinkle of nuts.