Make the blueberry sauce: In a medium saucepan, combine blueberries, sugar, cornstarch, lemon juice, and a pinch of salt. Cook over medium heat, stirring often, until the berries release juices and the mixture thickens to a glossy, spoonable sauce, 8–10 minutes. Lightly mash some berries with a spatula. Spread onto a plate to cool quickly; reserve 2 tablespoons for swirling on top later. Refrigerate the rest to chill.
Chill the mixer bowl and whisk attachment for the topping in the freezer for 5–10 minutes. Line a 9×13-inch metal baking pan with parchment, leaving overhang, and lightly coat with nonstick spray. Preheat the oven to 325°F (165°C).
Rub the zest into the sugar: In a large bowl, use your fingertips to rub lemon zest into the granulated sugar until fragrant and slightly damp. Whisk in the eggs vigorously until the mixture looks pale and slightly thick, 1–2 minutes. Slowly stream in the oil while whisking, then whisk in the Greek yogurt and lemon extract until smooth. Whisk in the lemon juice.
In a separate bowl, whisk together flour, baking powder, and salt. Using a spatula, fold one-third of the dry mixture into the wet ingredients, then half the buttermilk. Repeat, ending with the dry ingredients. Stir just until no dry streaks remain. Let the batter rest 5 minutes to relax the gluten and release air bubbles.
Bake the cake: Scrape batter into the prepared pan and smooth the top. Bake at 325°F until the top springs back and a toothpick comes out with a few moist crumbs, 34–39 minutes. Cool on a rack for 10 minutes.
Poke and partial-chill: Using the end of a wooden spoon (about 1/4-inch wide), poke holes over the warm cake about 1 inch apart, stopping before you hit the pan bottom. Refrigerate the cake in the pan for 10 minutes to help the holes hold their shape.
Prepare the pudding: In a medium bowl, whisk the lemon pudding mix with cold milk for about 90 seconds until thickened but still pourable. Transfer to a zip-top bag, snip a corner, and pipe the pudding directly into the holes. Spread any remaining pudding in a thin, even layer over the surface. Chill 10 minutes.
Add the blueberry layer: Spoon the chilled blueberry sauce (except the reserved 2 tablespoons) evenly over the pudding. Refrigerate 20–30 minutes to set the layers.
Whip the mascarpone topping: In the chilled mixer bowl, beat the heavy cream to soft peaks. With the mixer running, rain in powdered sugar and vanilla. Add the cold mascarpone a spoonful at a time and whip until medium-stiff peaks form. Fold in lemon zest if using.
Finish and chill: Spread the mascarpone cream over the blueberry layer. Dot the top with the reserved blueberry sauce and gently swirl. Refrigerate at least 1 hour before slicing.
Tip: For clean, well-defined poke holes, twist the handle as you press down and wipe it clean every few pokes.