For the Creamy Caper and Lemon Sauce: Combine the mascarpone and mayonnaise in a medium bowl. Slowly add the milk, stirring as you go, until all the milk is incorporated. Add the remaining ingredients. Stir to combine. Set aside. The sauce is served without being cooked, and you can dip the pork into the sauce.
For the Pork Milanese: Combine the flour and the 1/2 teaspoon salt and pepper in a shallow dish and stir together. Crack the eggs into another shallow dish and beat until combined. In a third shallow bowl, place the breadcrumbs. Season the pork with salt and pepper.
Dip the pork, One at a time first in the flour, then the eggs, then the bread crumbs. Warm the vegetable oil in a large skillet over medium heat. When the oil is hot place the breaded pork in the pan. Cook until golden and cooked through, about 4 to 5 minutes per side. Transfer the pork to a serving platter and serve with the sauce alongside.