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Line a 9x5-inch loaf pan with two overlapping sheets of plastic wrap, leaving at least 3 inches of overhang on all sides. Press the wrap into the corners and set the pan in the freezer while you prepare the components.
Make the zabaglione base: Combine the egg yolks, 1/2 cup of the sugar, and the Marsala in a large heatproof bowl. Set the bowl over a saucepan of barely simmering water, making sure the bottom of the bowl does not touch the water. Whisk constantly until the mixture is pale, thick, and tripled in volume, and registers 160°F (71°C) on an instant-read thermometer, about 8–10 minutes. Remove from the heat and beat with a hand mixer on high speed until the mixture is completely cool to the touch and holds a ribbon for 3 seconds when the beaters are lifted, about 5 minutes. Set aside.
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