This is a frozen version of the Italian custardflavored with marsala wine.
Combine egg yolks, sugar, salt, and marsala in a large mixing bowl. Bring a large saucepan of water to a boil and turn off heat. Set bowl over saucepan and whisk vigorously until thick, doubled in volume, and hot, 3 to 5 minutes.
Remove bowl from heat and set in an ice bath. Continue to whisk until zabaglione is cold. Whip cream until soft peaks form, then fold into custard. Freeze in an ice-cream maker according to manufacturer's instructions. Store in a plastic container.
For best flavor, soften it slightly in the refrigerator before serving.