After over a decade at Babbo, I've made a helluva lot of zabaione. Enough to fill Fiat Cinquecento, I'd say, and I never grow tired of it. Zabaione, or its alternate spelling of Zabaglione, is a marvel of a dessert—with three basic ingredients and a bit of practice at whisking over a water bath, you are rewarded with a warm, boozy, egg-y cloud of deliciousness, the down comforter of the dolci universe.
It is also the ideal last-minute dessert fix; all you need to make a fantastic zabaione is egg yolks, wine, sugar, and some good arm muscle. The basic formula to serve four generously is 4 egg yolks, 1/4 cup wine (or a combination of wine and spirits), and 1/4 cup sugar. I like to add a tiny pinch of salt to enhance the flavor. The recipe can be doubled to serve a crowd, and modified slightly to play with the flavors. Try not to stray too far from these proportions, however; zabaione is an emulsion, and the proportion of fat to liquid plays an important role.
I like to make my zabaione with Vin Santo, because it is a wine with both sweetness and acidity. I sometimes combine the Vin Santo with rum or grappa; you can use brandy or any infused spirit to create whatever flavor you want. Marsala creates the flavor that most Americans are familiar with, but in Italy, the wine of choice is usually something local, which isn't difficult since every region produces at least one sweet wine. In Piedmont, where zabaione originated, it is often made with bubbly Moscato D'Asti, or Brachetto D'Acqui.
It is important be familiar with the flavor of whatever wine you choose. Some dessert wines are high on the sweet scale, and in that case you may start with a larger proportion of something drier, adding the sweeter wine as an accent, or adding one or two teaspoons of fresh lemon juice to balance things out.