Bring a pot of salted water to a boil and add the bucatini. Cook until al dente. Be sure to reserve 1 cup of starchy pasta water.
While the pasta cooks, heat 1 tablespoons of olive oil in a large nonstick skillet (about 12 inches) over medium heat. Add the shrimp in a single layer to the hot pan and cook for 2-3 minutes per side, until golden brown. Remove the shrimp from the pan and set aside.
Add 2 tablespoons of butter and the minced shallots to the pan and saute for one minute, until softened. Add the white wine and bring to a simmer. Simmer until most of the wine has evaporated and then add the lemon zest. Cook for 1 minute more.
Add the heavy cream and bring to a simmer. Simmer for 5 minutes, until thickened. Add the pasta water and simmer for another 2-3 minutes. Remove the pasta from the water with tongs (it’s okay if some water clings to the pasta), and add to the skillet. Add the butter, cheese, and mascarpone and toss the pasta well to coat.
Let the pasta finish cooking in the sauce and season to taste with salt, lemon juice, and a good smattering of freshly cracked pepper. Add the shrimp back to the pan to warm through.
Top the pasta with some chopped parsley and serve warm.