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To prepare cake: Preheat oven to 350°F. Grind matzo in a food processor until powdery; transfer to a medium bowl. Coat a 9-inch springform pan with cooking spray. Place 3 tablespoons of the ground matzo in the pan; turn and tilt to coat the sides and bottom. Transfer the remaining matzo to a bowl and set aside.
Put walnuts, apple, lemon zest, cinnamon, ginger and salt in the food processor; process until finely ground. Add 2 tablespoons wine and process until a paste forms.
Separate 4 of the eggs; reserve 2 yolks for Step 4 and 2 yolks for the zabaglione sauce (Step 7). Beat the 4 egg whites in a medium bowl with an electric mixer on high speed until soft peaks form.
Beat the remaining whole egg and 2 of the egg yolks with brown sugar in a large bowl on medium speed until thick and very creamy, about 4 minutes.
Fold the walnut mixture into the egg-yolk mixture using a rubber spatula. Fold in the reserved ground matzo, then fold in the whites until incorporated. Scrape the batter into the prepared pan, spread to the edges and gently rap the pan against the counter a few times so the matzo on the side falls down onto the batter, forming a decorative edge.
Bake until lightly browned and a toothpick inserted into the center comes out clean, about 45 minutes. Cool on a wire rack until room temperature, about 2 hours.
To prepare zabaglione sauce: Shortly before serving, bring about 1 inch of water to a boil in the bottom of a double boiler. In the top of the double boiler, off the heat, beat 6 egg yolks and sugar with an electric mixer on medium speed until thick and pale, about 3 minutes. Beat in 2/3 cup wine. Adjust the heat and place the top pan over gently simmering water. While maintaining a slow simmer, beat the sauce on medium speed until it is thick enough to hold its shape when mounded up into hills with a spoon, about 5 minutes. Serve the cake with the sauce.