Fill a medium saucepan with about 5 cm of water and bring to a gentle simmer over medium-low heat. The water should produce steam but not a rolling boil.

Place egg yolks and caster sugar in a large heatproof bowl. Whisk together for about 1 minute until the mixture is pale and the sugar begins to dissolve.

Pour in the dry Marsala in a slow, steady stream while whisking continuously so the liquid incorporates evenly.

Set the bowl over the saucepan, making sure the base does not touch the water. Begin whisking constantly in wide figure-eight strokes.

Whisk over the steam for 12 to 15 minutes, lifting the bowl off the heat every 30 seconds if it feels very hot to the touch. The mixture will slowly turn pale, triple in volume, and thicken.

The zabaglione is ready when it leaves a thick ribbon on the surface for 3 seconds and an instant-read thermometer reads between 70 C and 75 C (158 F to 167 F).

Remove the bowl from the heat and continue whisking for 30 seconds off the heat to stop the cooking.

Pour or spoon immediately into four stemmed glasses or coupes. Serve at once, plain or with fresh berries alongside.