Holiday recipe for you - Liquore di zabaglione

This recipe showed up in last Sunday's ChiTown Trib just in time to be used for part of an Italian dinner for friends and family. In August TPP made zabaglione, an liquor flavored egg custard & whipped cream combo for a topping on fresh mixed berries, and we had it for breakfast no less!  Pure decadence. So this is basically a hooched up version of the same complements of Italian cookbook author Domenica Marchetti. 
Part 1: 1 cup whole milk, 1 cup heavy cream, 1 cup sugar, 1 tsp vanilla extract (or use 1/2 of a vanilla bean slit open and scrape the seeds out and cut into several pieces).
Stir together the milk, cream, and sugar in a sauce pan over medium heat. Add the vanilla and stir until the sugar has dissolved. Keep stirring until the milk just begins to simmer. Do not let it boil. Remove from heat.
Part 2: 4 large egg yolks, 1 cup sugar, 1/2 cup dry Marsala, 1/2 cup vodka, 1/4 cup brandy (a dark aged rum or bourbon could be substituted).
Whisk together the egg yolks and sugar until thick and lighter in color. Add a dribble of the milk/cream mixture and whisk vigorously to keep the yolks from curdling. Continue adding the milk/cream mixture little at a time and whisking thoroughly until it is all incorporated. Whisk in the 3 liquors.  If you used the vanilla bean remove the pieces.  Pour into a stoppered bottle and chill thoroughly. This will last up to 4 weeks in the refrigerator. Shake before serving especially if you used the vanilla bean.
This is one seriously sweet, egg-noggy, high octane concoction.