Brew some espresso and let it cool down. Or use another type of coffee. The important thing is that you let it cool.
Take a heat-resistant bowl and, with a hand whisker, whisk the egg yolks with sugar until you get a frothy mixture. Next, slowly pour in the cooled coffee while whisking to incorporate it well into the yolks. Meanwhile, in a separate saucepan, heat some water. Select a saucepan that is roughly the same size as the bowl, but the bowl should fit almost entirely inside the saucepan, resting on the rim without touching the bottom, leaving at least 3–4 inches of space underneath. This is necessary as you’ll need to add water to the saucepan, ensuring it does not come into contact with the bowl.
Place the bowl over the saucepan and cook the cream over a double boiler, continuing to stir with a spoon. The water should simmer very gently and not touch the bowl, or the eggs will cook, and you won’t get a perfect zabaglione, so keep the heat low. You’ll see the zabaglione first form a foam on top, then gradually start to thicken, and the foam will slowly disappear. It could take up to 15 minutes.
Once the mixture is nice and thick, remove the bowl from the hot water and portion the zabaglione into coffee cups.
Serve it warm or at room temperature for the best flavor. For an extra touch, dust with cocoa powder.
Your coffee zabaione is ready to enjoy!