You’ll need a heatproof mixing bowl (preferably stainless steel), a whisk, and a pan filled with about an inch of simmering water for the double boiler method. If you don't have a double boiler, a glass bowl over a saucepan works just fine.

In the heatproof bowl, combine the egg yolks, sugar, white wine, and vanilla extract. The mixture should have a thick consistency as sugar dissolves. Whisk briskly until it's smooth.

Place the bowl over the simmering water. Remember, do not let the bowl touch the water; we want gentle heat here. This helps create that light, aerated texture we love.

Now it’s time for a workout! Keep whisking continuously for about 10 minutes. The mixture will thicken and increase in volume. If whisking gets tiring, channel your inner child and think of it as a fun arm workout.

The zabaglione should turn pale and fluffy, and if you dip a spoon into it, it should leave a trail behind. If you see that, you’re in the zone!

Once you’re satisfied with the consistency, fold in the lemon zest carefully. This adds that zestiness that makes all the flavors pop.

You can serve zabaglione warm right away or let it cool for about 30 minutes in the fridge for a chilled experience. Either way, it's a delightful dessert waiting to impress.