To prepare the zabaglione, in a medium bowl whisk together the egg, egg yolks, Marsala wine, sugar, anise seeds and salt.
Transfer the mixture to the top of a double boiler. Place over gently boiling water (upper pan should not touch water). Cook, whisking constantly, until an instant-read thermometer inserted in center registers 165 degrees F (5 to 10 minutes). Remove from heat; stir in vanilla.
Divide grapefruit sections among four dessert dishes. Immediately spoon warm zabaglione over grapefruit sections. If desired, garnish with star anise.
Tips: We do not recommend using sugar substitute for this recipe.
1 fat, 1 fruit, 1/2 lean protein, 1/2 other carb