Beat the yolks and the sugar together until they are white and frothy.
Stir in the Marsala and put the whole mixture into a thick pan (an untinned copper sugar-boiling pan is the best utensil for zabaglione) over a slow fire.
If you don’t have a copper bowl use a double boiler or a bowl over a large pot of boiling water.
Stir continuously as for a custard, taking great care that the zabaglione does not curdle. It must not boil.
As soon as it thickens pour it into warmed glasses and serve immediately.
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