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Boil some water in a saucepan for the bain-marie.
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In the meantime, put 100 g egg yolks and 100 g sugar into a bowl and whisk vigorously until the sugar is completely dissolved and the yolks turn pale.
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Gradually add 100 g Marsala wine and continue whisking until you obtain a smooth, homogeneous mixture.
In the absence of Marsala, replace it with a different fortified wine, such as Madeira.
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Place the bowl inside the saucepan with water and cook over low heat, continuing to whisk until the cream reaches 82°C and becomes thick.
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Remove it from the heat and serve warm or cold.