01 - Fill a medium saucepan with approximately 2 inches of water. Bring to a gentle simmer over medium heat, ensuring bubbles barely break the surface.
02 - In a large, heatproof mixing bowl, combine egg yolks and granulated sugar. Whisk vigorously for about 2 minutes until the mixture becomes pale yellow and slightly thickened in consistency.
03 - Place the heatproof bowl over the simmering water, creating a double boiler. Ensure the bottom of the bowl does not come into direct contact with the water surface.
04 - While whisking continuously, gradually pour in the Marsala wine. Maintain steady whisking to prevent the eggs from scrambling and ensure smooth incorporation.
05 - Continue whisking constantly for 8 to 10 minutes. The mixture will triple in volume and become thick and frothy. When the whisk leaves visible ribbons on the surface that hold their shape briefly, the custard is ready.
06 - Remove the bowl from the heat. Divide the warm zabaglione among 4 dessert glasses or small bowls. Serve immediately while still warm and airy.
07 - If desired, top with fresh berries or serve alongside ladyfingers or biscotti for dipping into the warm custard.