Beat the eggs, separate the egg whites and yolks. Put the egg yolks in a saucepan, add the sugar and stir with the electric whisk until a frothy, almost white cream is formed. Now add the Marsala very slowly and carefully, stirring constantly. Place the saucepan in a water bath over very low heat. Keep stirring without interruption and make sure that the heat remains very low; the water should boil barely noticeably. Stir until bubbles start to show on the cream; then take the pot off the stove. Pour the zabaione into glasses and serve warm with delicate pastries; you can also add it to the ice cream as a warm sauce.