First, set up a double boiler. Set a saucepan of water on the stove, and bring it to a simmer. Ensure that a large glass bowl will fit in/on top of the saucepan later.

In the glass bowl, whisk together (either by hand or with an electric hand mixer) egg yolks and sugar until pale yellow and creamy. Set on top of the pot of simmering water. Add marsala and continue to beat until custard forms soft mounds, 15 minutes or less. Note: this will foam up and double or triple in volume during cooking. Serve atop sliced fruit  or plain cake (pound cake, angel food cake, etc.)