Preheat oven to 400°F. Line a baking sheet with parchment.
Whisk mascarpone, powdered sugar, and vanilla until smooth.
Toss berries with lemon juice.
Lay one phyllo sheet on the work surface, brush lightly with butter, and top with a second sheet. Keep the remaining sheets covered while you work.
Spread one quarter of the mascarpone mixture in a thin line near one edge and top with one quarter of the berries.
Roll tightly into a log and place seam-side down on the prepared sheet. Repeat with the remaining phyllo, filling, and berries to make 4 rolls.
Brush all 4 rolls with the remaining butter and sprinkle with the coarse sugar.
Bake 10–12 minutes until golden and crisp. Cool 5 minutes, then slice.