In a medium bowl, whip mascarpone cheese, lemon zest, and 1 tablespoon honey together with electric mixer until fluffy. Cover and chill. In a small saucepan over medium heat, bring ¼ cup honey and rosemary sprig to a simmer. Lower heat and simmer for 2 minutes. Set rosemary-honey aside.
Thread skewers with alternating peach slices and angel food cake cubes. Heat grill to low. Grill skewers, turning often, until cake is lightly charred and peaches are soft. Transfer to serving platter and drizzle with rosemary-honey. Serve warm with a dollop of honeyed mascarpone cheese.