A double-boiler rig composed of a metal bowl that can sit on a saucepan containing an inch of water, without touching the water. I use a round-bottomed copper bowl that I purchased at a yard sale for this, but any metal bowl will do. You'll also need a fairly large French-style whisk. Oh, and a good, digital instant-read thermometer would be nice.
Place an inch of water in the saucepan and bring to a bare simmer and keep it there. Manage the heat to avoid boiling.
Heat a large cast-iron skillet over high heat for 5 minutes then sear the fruit on all the cut sides. Try not to cook the fruit until it turns mushy…but you do want color. When the fruit is almost done, add 2 ounces of the Marsala to the skillet and cook another 30 seconds. Remove the fruit to a bowl and pour over with whatever liquid remains in the pan. Stir in the basil. Set aside.
Toast the cake pieces in a toaster oven, or quickly broil them in your main oven. We're looking for toasty golden edges here…not burnt bits. Divide the cubes between the serving bowls. (A few of these pieces will fall into your mouth…that's to be expected.)
To make the zabaglione, whisk the egg yolks in the metal bowl vigorously for 3 minutes. They will lighten in color and increase in volume a bit. While still whisking, slowly add half of the sugar. Combine the rum with the remaining Marsala and drizzle half into the egg yolks, still whisking, then the rest of the sugar and then the remaining marsala/rum combo.
Set the bowl over the simmering water and reduce the heat to low. Stir constantly for 8 to 10 minutes, to cook the eggs and create a light foam. Your arm will get tired but you will be a hero.
The zabaglione will be done when it reaches a light, frothy ribbon stage (falls like a "ribbon" off the whisk) and hits 135 degrees F on your thermometer. At that point, remove the bowl from the saucepan and continue whisking for 1 minute to work in some cool air and stop the cooking.
Top the cake "croutons" with the fruit and spoon on the zabaglione and consume while warm. Later, when the guests have gone, lick the remaining zabaglione out of the bowl like the savage animal you are.
Recipe courtesy of Alton Brown and Elizabeth Ingram