Step 1

Bring 6 quarts of water to a boil and add 2 tablespoons of salt.

Step 2

Set up an ice bath nearby.

Step 3

Blanch the asparagus in the boiling water for 90 seconds. Using tongs, transfer the asparagus to the ice bath. Let cool, then transfer the asparagus to a plate lined with paper towels. Reserve the ice bath.

Step 4

In a small bowl, combine the shallots, sherry vinegar, mustard, and salt and pepper to taste.

Step 5

Gently whisk in the olive oil until the mixture is emulsified. Set aside.

Step 6

To prepare the zabaglione, in a stainless-steel bowl, whisk the egg yolks, 2/3 tablespoon of the pepper, and the Marsala until foamy.

Step 7

Place the bowl over simmering water and continue whisking until the mixture is thick, about 10 minutes.

Step 8

Set the bowl over the ice bath and whisk until chilled, 4 to 5 minutes.

Step 9

Whip the cream until stiff peaks form. Carefully fold the whipped cream, 4 tablespoons of the Pecorino Romano, and 1 tablespoon of the pepper into the chilled zabaglione.

Step 10

Refrigerate until ready to serve.

Step 11

To assemble the dish, place 6 spears of asparagus on each of 4 chilled dinner plates. Stir the parsley into the vinaigrette and drizzle it around and across the asparagus.

Step 12

Spoon a dollop of the zabaglione onto each plate and sprinkle with the remaining tablespoon of cheese and parsley. Serve immediately.