Cook the cotechino, then let it cool and cut it into thick slices. Around 3cm each. For the zabaglione, heat the marsala in a pan, adding half of the sugar. In a bowl, beat the egg yolks, mixing in the other half of the sugar, until you get a creamy consistency. Add the marsala, mix it well and cook it in a bain marie until the mixture solidifies. Cool it down by putting it in a bowl resting on ice. Leave it to rest in the fridge. Now prepare the mulled wine by heating the red wine and adding two tablespoons of sugar, the zest of the orange, the star anise and a stick of cinnamon. Throw in 2 or 3 cloves and the nutmeg. Bring it to the boil. Pour part of the mulled wine into a non-stick pan and reduce it, adding sugar until the mixture is almost caramelised. Braise a slice of cotechino on a non-stick frying pan or on a griddle plate. Serve with the zabaglione, the mulled wine reduction, accompanying it all with a glass of the remaining mulled wine.