For the zabaglione: In a medium bowl, whisk together the egg yolks, wine, sugar, and cayenne pepper. Place the bowl over a pan of gently boiling water and whisk vigorously until thick and foamy, 6 to 8 minutes. Set aside.
For the chocolate sauce: Reduce the pan of water to a simmer. Place the chocolate chips and cream in a small bowl. Place the bowl over the pan of simmering water and stir until the chocolate has melted and the mixture is smooth, about 5 minutes.
Spoon the chocolate sauce into 4 small dessert bowls. Arrange the sliced strawberries on top. Spoon the zabaglione on top of the strawberries and sprinkle with the pistachio nuts, if using.