Put oven rack in middle position and preheat oven to 450°F. Oil a 13- by 9-inch or other 2- to 3-quart shallow baking dish.
Pat polenta roll dry, then cut crosswise into 1/3-inch-thick slices and arrange in baking dish, overlapping slices slightly to cover bottom completely.
Stir mascarpone in a small bowl to loosen, then spread over polenta, holding slices down with your hand. Sprinkle Parmigiano-Reggiano evenly over top.
Bake until bubbling and golden, 15 to 18 minutes. Let stand 5 minutes to firm up, then season with pepper.
