Fill a large saucepan 1/3 of the way with water, and then reduce to a simmer.
In a large heat-proof bow. whisk together the egg yolks, sugar and wine. Place the bowl on top of the pan of water to create a double boiler and then whisk constantly for 5 minutes or until the the mixture is thickened and no longer frothy.
Remove the bowl from heat and whisk in the vanilla and almond extracts. Set aside to cool completely at room temperature, about 45 minutes to an hour.
Once the mixture has cooled, add the cream to the bowl of your stand mixer, with whisk attachment fixed. Beat on medium high speed until stiff peaks form. Fold the cream very gently into the marsala mixture.
Into 4 separate glasses, spoon the zabaglione. Top with crushed Amaretti or Biscotti cookies. Cover with plastic wrap and let the zabaglione chill completely in the refrigerator for about 2-3 hours before serving.
You may also make this dessert the day before. Enjoy!