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Bring a large saucepan of water to a boil. Blanch 2 peaches at a time for 30 seconds. Using a slotted spoon, transfer the peaches to a bowl of cold water, then peel off the skin. halve and pit the peaches and slice them 1/3 inch thick.
In a bowl, toss the sliced peaches with the Cointreau and 1/4 cup of the granulated sugar. Refrigerate for 2 to 5 hours.
In a bowl, whisk the egg yolks with the remaining 3 tablespoons of granulated sugar until pale, about 2 minutes. Add the Marsala and set the bowl over a saucepan of simmering water. Whisk the mixture constantly over low heat until very pale and thickened to the consistency of soft whipped cream, about 8 minutes. Set the bowl in a larger bowl of ice water to cool.
Arrange the peaches in 8 dessert glasses or shallow soup plates with any accumulated juices. Spoon a generous dollop of the zabaglione cream on top and sprinkle with the amaretti.
The zabaglione cream can be prepared through Step 4 and refrigerated overnight.