Zabaglione (or Zabaione) is a classic Italian dessert custard, but is basically nothing more than egg yolks whipped with sugar, usually served warm or at room temperature It is typically flavored with sweet Marsala wine, which has a caramel-like flavor, but other wines or liqueurs may be substituted for variation In this version, espresso coffee and Cognac are used, and the zabaglione is frozen for several hours or overnight