Bring a medium saucepan of water to a simmer; turn the heat to moderately low. In a large heatproof bowl, beat the egg yolks with the sugar. Set the bowl over the simmering water and whisk the yolk mixture until it’s hot and foamy, about 4 minutes. Gradually add the Marsala and cook, whisking constantly, until the sabayon is thickened and leaves a ribbon trail when the whisk is lifted, about 4 minutes longer. Don’t cook the sabayon for too long or it will curdle.
Remove the sabayon from the heat and let the sabayon cool slightly. Pour the sabayon into the canister of a 1-pint cream whipper. Seal the siphon and charge it with one cream (N20) cartridge according to the manufacturer’s instructions. Shake the siphon to distribute the gas. Repeat with an additional cream charger. Refrigerate until ready to serve, if desired.
To serve, hold the siphon upside down and shake it. Press the lever to release the sabayon.
The sabayon can be held in the charged siphon, refrigerated, for up to 6 hours.