01 - Fill a medium saucepan with approximately 2 inches of water and bring to a gentle simmer over medium heat.
02 - In a large heatproof bowl, whisk together egg yolks and sugar vigorously until the mixture becomes pale yellow and slightly thickened, approximately 2 minutes.
03 - Place the heatproof bowl over the simmering saucepan, ensuring the bowl's bottom does not directly contact the water surface.
04 - While whisking continuously, gradually pour in the Marsala wine in a slow, steady stream to prevent curdling.
05 - Maintain constant whisking motion for 8 to 10 minutes until the mixture triples in volume, becomes thick and foamy, and forms soft ribbons when the whisk is lifted.
06 - Remove the bowl from heat promptly and transfer the warm custard into individual dessert glasses or serving bowls for immediate presentation.
07 - If desired, top with fresh berries or serve alongside ladyfingers or biscotti for dipping.