Heat oven to 375°F.
Beat together eggs and sugar in large bowl on medium-high speed until light and fluffy, about 3 minutes. Beat in mascarpone cheese, lemon rind, lemon juice and vanilla until smooth.
Butter heavy-bottomed, deep-dish 9-inch pie plate. Unroll phyllo sheets flat on work surface; cover with damp, clean, kitchen towel. Lay 1 sheet of phyllo into buttered pie plate. Brush with butter; place another sheet on top; brush with butter. Repeat 6 times, for a total of 8 sheets. Using kitchen scissors, trim excess phyllo, leaving about 1/2-inch overhang.
Pour filling into pie plate. Place 1 sheet of phyllo over filling; gently brush with butter. Repeat layering 5 more times so you have used a total of 6 sheets for top. Trim edges to 1/2-inch overhang.
Lay remaining phyllo sheet on work surface; brush with butter. Using a pizza wheel or sharp knife, cut phyllo from one long end to the other, into 1/2-inch-wide strips. Pile strips on top of bougatsa in random fashion.
Bake in 375°F oven for 35 minutes or until nicely browned. Remove from oven to wire rack and let cool for about 1 hour.
To serve, dust edge with confectioners sugar. Serve warm, or refrigerate and serve cold. Accompany with lemon syrup, if desired.
Combine water and sugar in small saucepan. Bring to a boil, stirring until sugar is dissolved. Remove from heat. Stir in grated lemon rind and lemon juice. Cool.