Slice the oranges into ⅛ - ¼ inch thick slices. Fill a saucepan with water and bring to a boil. Meanwhile, fill a bowl with ice water and set aside.
Add the orange slices to the boiling water and boil for one minute. Remove with a strainer and transfer oranges to the ice water. Measure 2 cups of the boiling water and add to a large skillet. Add the sugar and heat over medium-low heat to dissolve. Squeeze in the juice of one mandarin.
With the temperature set to simmer, drain the orange slices and add to the skillet. The oranges should be in one layer. Simmer for one hour, turning the orange slices every 10-15 minutes.
Remove the orange slices to a rack set over a baking sheet. Let dry overnight. Coat the orange slices with sugar. Orange slices can be refrigerated in an airtight container until ready to use.
Transfer the orange simple syrup to a jar. Set aside to use in the cheese mixture for the tart. Remaining syrup should be refrigerated.
Preheat the oven to 400 degrees. Add the sugar to a small bowl and add the orange zest. Mix well. Set aside.
Unfold the sheet of puff pastry on a piece of parchment paper. Roll the puff pastry to form a rectangle approx. 9 x 12 inches. Brush the edges with egg wash (1 egg beaten with a little water). Fold the top and bottom edges over approx ½ inch and then repeat with the side edges. This will help create the border. Brush the folded edges with the egg wash and sprinkle with the orange sugar.
Transfer the parchment to a baking sheet and bake the pastry for 10 minutes until golden brown. Remove and let cool.
In a mixing bowl, add the softened mascarpone cheese. Add the reserved orange simple syrup, starting with 4 tablespoons. Beat the mixture to incorporate. Continue adding the syrup a tablespoon at a time until light and creamy and the mixture has a spreadable consistency.
Spread the cheese mixture evenly over the pastry. Garnish with the candied orange slices and a drizzle of chocolate sauce. Serve immediately and store leftovers in the refrigerator.