Boil some water in a pot (1/4 full of water), this will be used for the bain-marie cooking.

Separate the egg whites from the yolks and place the yolks in a metal bowl.

Add the caster sugar and marsala to the yolks and place the bowl suspended in the saucepan, (it is very important that the bottom of the bowl does not touch the water underneath, which should only quiver and not boil)

Start beating the ingredients constantly with with a whisk until you obtain a consistent and airy froth.

Work well, with regular but not very fast movements and speed up only when the zabaglione begins to become more consistent (it will take about 15 minutes).

When you have obtained a clear, creamy and frothy mixture, remove the bowl from the pan and serve your zabaglione still hot!

Present it in a glass or cup, you can serve it with cookies such as cat's tongues or ladyfingers; serve it sprinkling the surface with dark chocolate curls, or with cream with a sprinkling of cinnamon.