Preheat the oven to gas 5, 190ºC, fan 170ºC. Finely grate the zest of the lemon into a bowl and mix with 2 tbsp mascarpone and the thyme leaves. Season well.
Make a space between the chicken's breast and its skin and push in the mixture, smearing it over the meat. Smooth down the skin and season the whole chicken.
Halve the lemon and place one half inside the chicken cavity (along with any leftover thyme). Put the chicken in a snug-fitting roasting tin and cook for 1 hour and 20 minutes, or until it's cooked through.
When cooked, transfer the chicken to a serving plate and let it rest while you make the gravy. Drain away the fat from the roasting tin to leave 1 tablespoon, then place over a low heat. Stir in the shallots and cook until soft, then add the chicken stock, scraping up any caramelised bits stuck to the pan. Cook for a few more minutes, then strain the gravy and discard the shallots. Squeeze in some juice from the other lemon half, and stir in the remaining mascarpone. Serve with the chicken, roast potatoes and vegetables.
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