For the French toast soak: Combine the cream, milk, sugar, orange flower water, egg yolks and egg, and mix with an emersion blender until smooth and even.
For the filling: Place the mascarpone, sugar, cognac, marmalade, cream, vanilla paste, egg yolk and orange zest in a bowl and very gently fold together by hand using a spoon or a plastic spatula. Take care not to overwork as the cheese will break.
For the flambeed fruit: Heat a large skillet really hot over medium-high heat and melt the sugar to an amber color; be careful as it will burn very quickly. Place the banana slices on top and allow to cook for 20 seconds. Deglaze with the cognac and carefully flambe. Cook the bananas in the caramel for another 20 seconds. Reserve.
To assemble: Cut 6 brioche slices about 2 inches thick. Make an incision in the bottom of the bread with a paring knife about 1-inch wide, being careful not to cut through or tear the bread. Using a piping bag, stuff the bread with the mascarpone filling, about 1 ounce per slice.
Generously soak the bread into the cream mixture, but take care not to over-soak it. You can gently wipe off if there is any excess liquid. Allow the slices to rest for a few minutes.
Melt 1 tablespoon butter in a large skillet over medium-high heat and cook one side of the French toast until it has a golden brown color. Flip and repeat on the other side, then turn down the heat to a medium-low, to ensure the soak cooks through.
Place the French toast on the plate and serve with the flambeed bananas. The cheese in the middle will be soft to create a cream-like sauce.