This is a very good, easy-to-make, stand-by pudding if you are fortunate enough to have a good supplier of fresh ricotta. In the summer I serve it with a bowl of sliced peaches dusted with sugar and in winter with sliced oranges or poached dried apricots. You can use whipped cream cheese instead of ricotta if you wish.
If you are using cream cheese instead of ricotta, whip it to give it a lighter texture. Mix together the ricotta or whipped cream cheese, icing sugar and egg yolks until you have a light, smoothly blended mixture. Stir in the rum and the Marsala, then carefully fold in the whipped cream. Pour the mixture into individual bowls or stemmed glasses, put in the refrigerator and chill for 3 hours. Re