Put a bowl over a pan of simmering water. Put the egg yolks in it with the caster sugar and whisk vigorously.
Continuing to whisk, slowly incorporate the Marsala or sherry until you have a frothy mixture which has thickened to the point where it leaves viscous trails.
Pour into wine glasses and serve immediately with crisp sweet biscuits.
© 1998 Alastair Little and Richard Whittington estate. All rights reserved.