We like our grilled peaches tender but still firm. You can grill them for longer if you want them softer.
It's best to prepare your mascarpone cream just before you serve your peaches so it's freshly whipped and cool.
On the other hand, bourbon salted caramel sauce can be prepared up to two days ahead of time. Just store in an air-tight container. Do not refrigerate. If it hardens, microwave for 10 seconds and give it a quick stir.