Roasted fruit is an excellent, simple dessert, and, with pears, there are lots of possible variations and flavor combinations. Crushed fennel gives these a bright aromatic touch, and the zabaglione offers a welcome bit of creaminess. The sauce is fun to make: It's just egg yolks, sugar and wine, whisked until thickened and fluffy over gentle heat.
For the wine, you can use traditional Marsala, with its caramel-y notes, but Champagne or white wine also work well and can be nice with a dash of Pernod or Grand Marnier. Serve the sauce warm, straight from the pot, or made in advance and chilled.
Summary from source