Heat 1 tablespoon of olive oil in a Dutch oven over medium heat.
Add the sliced mushrooms and sauté until deeply browned and tender. Remove from the pot and set aside.
Add the remaining olive oil to the pot.
Sauté the chopped bell peppers and onion with salt and black pepper until softened.
Stir in the minced garlic and cook for about 20 seconds until fragrant.
Pour in the beef broth and Worcestershire sauce.
Bring the soup to a gentle simmer and cook for 10 minutes to blend the flavors.
Carefully ladle about 1 cup of the hot broth into a blender with the mascarpone cheese.
Blend until silky smooth and creamy.
Return the mushrooms to the pot.
Pour the creamy mascarpone mixture back into the soup.
Add the shredded roast beef and stir gently.
Stir in the shredded provolone cheese until fully melted.
Simmer the Creamy Keto Philly Cheesesteak Soup for about 5 minutes until hot and creamy.
Serve warm with extra provolone cheese if desired.