Authentic Italian Zabaglione Recipe is made just with 3 ingredients: egg yolks, granulated sugar and wine, usually Marsala. It’s not difficult to make Zabaglione recipe. You just need very fresh eggs and a bit of skill using the whisk!Zabaglione is a sweet foamy cream also known as Zabaione or Zabajone and it’s one of the most classic ancient Italian dessert.It’s served in small cups with cookies like Savoiardi or with fresh seasonal fruit. It could be a nutritious snack or a dessert served on cold winter evenings.