Fill a saucepan with about 2 inches of water and bring to a bare simmer, small bubbles, not a rolling boil.
In a heatproof bowl that fits over the pan without touching the water, whisk egg yolks and sugar until pale and slightly thickened, about 1 minute.
Set the bowl over the simmering water and whisk in the Marsala wine and salt.
Whisk constantly, scraping the sides, for 8 to 10 minutes until the mixture triples in volume, turns pale gold, and reaches 160°F/71°C, it should hold a ribbon shape for 2 to 3 seconds when drizzled.
Remove from heat immediately and keep whisking off heat for 30 seconds to stop the cooking.
Pour into stemmed glasses or cups and serve right away with ladyfingers, biscotti, or fresh berries.