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Put all sauce ingredients into a small pan, bring to the boil, whisking, then let it cool completely to a silky, thickened sauce.
Whizz all but 1 tbsp of the nuts in a small food processor until fine. Very roughly chop the rest, then set aside. Softly whip the cream with 1 tbsp sugar. Put the rest of the sugar into a pan, add 100ml water, then slowly heat until the sugar has dissolved. Turn up the heat, boil for 1 min, then take off the heat.
Line two individual pudding basins or ramekins with cling film. Put the egg yolks and Marsala into a large bowl over a pan of hot water, then whisk until it starts to thicken and get foamy. Keep the beaters running and trickle the sugar syrup into the mix. Keep beating for about 5 mins until the mixture is thick and holds a trail. Take off the heat, then whisk until cooled. Add the cream, whisk again, then fold in the ground nuts with a metal spoon.
Ripple half the sauce through the mix, spoon into the moulds, then fold the cling film over. Freeze the remaining mix in a tub or make more individual puds, if you like. Freeze for at least 4 hrs or overnight to set.
Turn onto plates, then let ices sit for 10 mins to soften a little. Scatter over the chopped nuts, then pour a little sauce over to serve.
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