1. Beat egg yolks with sugar in the top of a double boiler until foaming and pale in colour.
2. Place over simmering water and slowly add marsala and brandy, beating continuously until the mixture thickens and becomes foamy. Do not overcook.
3. Remove from heat, pour into glasses and serve immediately with sponge fingers or cream wafers.
4. Zabaglione may also be served as a sauce with hot fruit pudding.