1. Combine all ingredients for the rum marinade in a stove-top pan on medium high heat. Reduce heat and let simmer for 7-8 minutes, stirring occasionally. Remove from heat and let cool.
2. Prepare peaches by cutting them in half and removing the pits. Place the peaches in a glass dish top with rum marinade. Marinate for 30 minutes to 4 hours.
3. Grill, cut side down for 3-4 minutes, then flip for another 5 minutes. Remove from grill and top with mascarpone cheese and drizzle with honey! Viola!