To prepare the polenta: Preheat the oven to 430℉. Wash the polenta and set it aside. In a medium saucepan over medium heat, add the water, cajun seasoning, 1 Tbsp. grapeseed oil, and salt to taste then bring to a quick boil. Then add the polenta. Stir well to remove any lumps and reduce the temperature to medium-low.
Continue stirring until the polenta starts to thicken (while stirring). Then add the parmesan cheese. Continue to stir to mix well. Once well incorporated, remove the dish and transfer it to a lined 8x8 baking tray.Spread the polenta to a smooth top surface then transfer the tray/dish to the refrigerator to cool and set. When ready to bake, cut the polenta into desired fries size, and brush with oil. Place the polenta fries on a baking tray and bake for 30 minutes or until golden brown.
To make the mascarpone dipping sauce: In a small bowl, whisk the heavy cream until light and fluffy. Then add the Mascarpone cheese and the seasoning. Continue to whisk to mix well. Then add the milk. Adjust the seasoning if needed it. Whisk to a creamy texture (not thick and fluffy) to resemble a dipping sauce. Place the dipping sauce in the refrigerator until you are ready to use it.