Put the egg yolks into a large bowl that will fit over a
saucepan. Add the sugar and whisk until the mixture is pale
and thick and leaves a trail when the beaters are lifted.
Whisk in the Marsala, then put the bowl over (not in) a pan
of simmering water and continue whisking until the mixture
has at least doubled in volume.
Remove from the heat, stand the bowl in cold water and
whisk until cool. Whip the cream until it just holds its shape.
Add to the cold zabaglione and whisk together.
Pour into a container and freeze for about 1½-2 hours or
until firm. Serve in small glasses or bowls.