Wash the peaches, halve them and remove the stone. Hollow out the peach halves with a ball cutter or a spoon until the edge is about 0.5 cm thick. Cut the flesh into small pieces. Crumble the Amarettini, mix with the pulp, egg, cocoa and 2 tablespoons of sugar.
Melt butter. Fill peach halves with amaretti mixture, place them close together in a greased ovenproof dish. Sprinkle with butter and sprinkle with 1 tablespoon of sugar. Bake in a preheated oven (electric cooker: 175 °C/ convection oven: 150 °C/ gas: see manufacturer) for 20-25 minutes.
Meanwhile, for the zabaglione, mix Marsala, egg yolk and 80 g sugar. Whip over a warm water bath to a thick, foamy cream. Arrange the peaches with some zabaglione. Garnish with lemon balm and amarettini. Add the rest of the zabaglione