Zest the oranges, lemons, and grapefruit, and then use a sharp knife to cut off any remaining peel and pith.
Cut between the membranes to free the individual segments, working over a bowl to catch the juices.
Reserve the segments and juice separately.
Halve the watermelon lengthwise. Using a melon baller, cut the melon into balls and place in a shallow serving bowl. Add the reserved fruit juices and set aside.
In a blender, mix the mascarpone, fruit zests, and the sugar until smooth.
The mixture should be as thick as yogurt; if necessary, thin with a little water.
Drizzle the mascarpone over the watermelon balls, sprinkle with the fruit segments, and serve.
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