Place the egg yolks in a glass container placed over a pot of boiling water. It is important that the water does not touch the bottom of the bowl and that it should not boil too violently!
Add sugar, marsala and lemon zest and whisk together. Continue whisking until the egg mixture slowly warms and thickens. If it goes too fast, move the bowl away from the heat source. Pour the warm zabaglione into serving glasses and serve with cigarette butts.
Zabaglione can be served cold, but is traditionally served warm.
Mix all the dough ingredients well. Melted butter should be lukewarm, not hot. Spread a large tablespoon of batter on the silicone mat quite thinly. Put the dough in the oven at 180 °C until it starts to harden a little. Cut the dough into rectangles approx. 10 x 6 cm while it is still on the plate. Put the plate back in the oven and finish cooking for approx. 2-3 minutes. The batter should only turn slightly golden, so keep an eye on it. As soon as they are done, the pieces are taken off the plate one by one and rolled around a ladle or similar handle. Leave the baking sheet in the oven with the door open while rolling. This must be done quickly, as the cakes will quickly become brittle. Continue until the dough is used up.
They can be baked a few days before use and stored dry. The ends of the “cigarette” can be dipped in a little covering chocolate. Cigarette smoke goes well with ice cream. They can also be filled with various creams, etc.