Preheat the broiler for at least 15 minutes, with the rack about 5 inches away from the heat.
To make the sabayon, whisk together the egg yolks and sugar in a heat-proof bowl set over a pan of simmering (not boiling) water until thick and creamy, about 4 to 5 minutes. Whisk almost constantly, scraping the egg mixture from the bottom of the bowl. Slowly whisk in the Marsala wine and continue whisking over the simmering water for about 5 more minutes, until the mixture is thick and smooth, like a soft whipped cream. It should register about 150 degrees F on an instant-read thermometer. Whisk in the vanilla, remove from the heat, and set aside.
Place one snug layer of raspberries in 6 (6 to 7-inch) shallow gratin dishes. (Each of my dishes holds about one half-pint of raspberries.) Spoon enough sabayon over the raspberries to cover them. Sprinkle each one lightly with granulated sugar. Arrange the dishes on 2 sheet pans and place themone pan at a timeunder the broiler for 2 to 3 minutes, or until the tops of the gratins are lightly browned. Watch them carefully; they burn really quickly! Serve warm.
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