1.Combine 4 egg yolks and ⅓ cup caster (superfine) sugar in medium heatproof bowl.
2.Place bowl over medium saucepan of simmering water, ensuring that the water doesn’t touch bottom of bowl. Beat with electric mixer until thick and creamy.
3.Gradually beat in combined ⅓ cup marsala and 3 teaspoons sifted cocoa powder, beating constantly, further 5 minutes or until mixture is thick and creamy.
4.Spoon mixture into four ⅔-cup (160ml) serving glasses.
Zabaglione should be made just before serving.Note