Using a paring knife, peel the orange, removing all of the bitter white pith. Working over a bowl, cut in between the membranes to release the orange sections. Add the kiwis, banana and grapes.
Preheat the broiler. In a medium saucepan, bring 2 inches of water to a boil over moderate heat. Combine the egg yolks, Muscat and granulated sugar in a medium stainless steel bowl. Using a handheld electric mixer, beat the egg yolk mixture until foamy. Set the bowl over, but not touching, the boiling water and beat the mixture constantly at high speed until it is as thick as whipped cream, about 10 minutes. Set the bowl in ice water and beat the zabaglione until cool, 2 to 3 minutes.
Arrange the fruit on 6 heatproof dessert plates and dollop the zabaglione on top. Set 1 plate on a baking sheet and broil 3 inches from the heat until the zabaglione is browned, 5 to 10 seconds. Repeat with the remaining plates. Sift the confectioners' sugar lightly over the plates and serve immediately.