Zabaglione (italian Marsala Custard)

Serve 6. Beat egg yolks, sugar and vanilla until thick and light in heat-proof bowl. Place over saucepan of simmering water and continue to beat with rotary beater or hand-held electric mixer, about 10 minutes, gradually adding marsala. When mixture is thick enough to hold its shape on beaters when lighted, it is ready. Pour into individual stemmed dessert glasses. Serve hot with savoiordi or other dessert cookies, or refrigerate and serve cold.