Pulse Biscoff cookies in a food processor until finely ground, but it's very doable by hand. Transfer the graham and Biscoff crumbs to a medium bowl and add the melted butter, granulated sugar, yolk, and salt. Toss with a fork until the mixture is well combined, then rub the mixture with your fingertips until it looks like wet sand.
PRESS IN THE CRUST AND BAKE: Transfer the mixture to a 9-inch pie plate and scatter the crumbs evenly across the bottom. Use a straight-sided glass or 1-cup dry measure to very firmly press the mixture up the sides of the plate and across the bottom, flattening it into an even layer. Place the plate on a sheet pan and bake until the crust is fragrant, firm to the touch, and dark brown around the edges, 8 to 12 minutes. Remove from the oven and let cool while you make the filling.
👀REDUCE THE OVEN TEMP: Turn the oven down to 325°F.
MAKE THE FILLING AND BAKE: In a medium bowl, combine the zest, yolks, sweetened condensed milk, lime juice, salt, and vanilla and whisk until completely smooth. Pour the filling into the pie plate and smooth the surface. Transfer the pie back to the oven and bake until the filling is set and just a little wobbly in the center, 15 to 20 minutes. Remove from the over and let cool completely at room temperature, about 1 hour, then transfer to the refrigerator and chill until cold, at least 2 hours.
MAKE THE TOPPING: In a medium bowl, combine the mascarpone cheese and powdered sugar and work the mixture with a flexible spatula until the sugar is completely incorporated and the cheese is smooth. Add the cold cream, whisking to incorporate or you can use a hand mixer. Slowly add the cream, whisking constantly to prevent lumps, until you have a thick, smooth mixture, then whisk vigorously until you have a softly whipped cream that forms medium peaks.
Remove the pie from the refrigerator and scrape the whipped cream onto the surface, spreading it nearly to the edges. Return to the fridge and chill just until the topping is set, at least 15 minutes.
SERVE: Top the pie with fresh lime zest, cut into slices, and serve.