In a large heat-proof bowl, whisk the egg yolks, sugar, and a pinch of salt, until light, fluffy and airy, about 4 minutes.
Transfer the bowl over a saucepan of simmering water (do not let the bottom of the bowl touch water) and gradually whisk in the Marsala wine.
Whisk the zabaione constantly and vigourously until it thickens, about 10 minutes.
Use a kitchen thermometer to check the temperature, the zabaglione is ready when it reaches 82°C/179°F, or (if you don't have a thermometer) when it reaches a custard-like consistency.
Pour your zabaglione into dessert glasses and serve immediately.
If you'd like to serve it cold, place the bowl over a larger bowl filled with ice and cold water, and whisk gently until it's completely cool.
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Notes
Zabaglione can be served warm or cold. Store in an airtight container and transfer to the refrigerator, serve within 24 hours.SUBSTITUTIONSYou can substitute granulated sugar with raw cane sugar or light brown sugar.You can substitute Marsala wine with Porto wine, Vin Santo, Madeira wine, limoncello, prosecco, or champagne.COOKING TIPSYou can use a whisk or an electric hand mixer for whipping the eggs and sugar.Always use a whisk during the cooking process, do not use an electric hand mixer.Make sure the water doesn't boil but simmers during the bain-marie cooking process.If you use a stainless steel bowl, make sure the bowl doesn't touch the simmering water.If you use a heat-proof glass bowl, the bowl can barely touch the simmering water, without the risk of overcooking the mixture.