In a large mixing bowl, whisk eggs, milk, vanilla and sugar. Mix everything until it is thoroughly combined.
Separately, combine mascarpone, ricotta cheese and powdered sugar using a whisk.
Gently fold the blueberries into the mascarpone mixture.
Take the sliced challah bread and spread the blueberry mascarpone mixture in between slices. Line the slices into a 12x8 oven safe baking dish, making sure there is a layer of blueberry mascarpone between each slice.
Spread any leftover mascarpone within the gaps.
Pour the egg wash evenly over the slices of challah bread.
Refrigerate the assembled french toast bake to soak in the egg wash overnight. If you are in a time crunch, refrigerate and soak for at least 30 minutes.
Preheat your oven to 350 degrees.
Bake the french toast casserole for 40-45 minutes.
Remove from the oven and sprinkle with powdered sugar before serving!