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1
Heat the milk until lukewarm. Add the yeast and set aside to dissolve.
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2
Place the flour in a mixing bowl with a 1/4 cup of the sugar, the salt, 3 tbsp of the butter, 2 of the eggs and the dissolved yeast and milk mixture. Using an electric whisk fitted with a dough hook to beat the mixture for 2 mins until a smooth dough is formed. Cover with plastic wrap and place in a warm place for 30-40 mins.
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3
Grease a round pie dish. For the plum filling, boil the cranberry juice and 1 tbsp of the sugar in a saucepan. Simmer for 1 minute, add the plum pieces and cornstarch paste, cook stirring for 5 mins. Remove from the heat and allow to cool.
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4
Cut the dough into approximately 11 pieces, shape each piece into a round approximately 3 inches wide. Place a teaspoon of the plum filling in the middle of each round. Bring the edges upwards and press together. Place seam-side down in the pie dish. Cover and leave in a warm place for 15 mins.
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5
Preheat the oven to 325u00b0F. Melt the remaining butter and use to brush over the top of the dough buns. Bake on the bottom shelf of the oven for 35-40 mins, cover with foil towards the end of cooking time if necessary to prevent burning.
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6
For the zabaglione, in a glass heatproof bowl, whisk the egg yolks, remaining egg and remaining sugar. Place the bowl over a warm water bath, gradually add the Marsala while continuing to whisk. Continue whisking until the mixture has doubled in volume. Serve with the rolls dusted with powdered sugar.