Turn the oven on to broil with the rack about 6 inches/15 cm from the heat.
Arrange the berries in individual gratin dishes and set on a baking sheet.
Put the wine, sugar and egg yolks in a roomy glass bowl. Whisk to mix. Set the bowl over a saucepan partly filled with hot, but not simmering, water. Don't let the bottom of the bowl touch the water beneath. Whisk until the mixture is frothy, pale and ribbony, 5 to 8 minutes.
Remove the bowl from the saucepan. Whisk in the zest and keep whisking a minute or two to cool slightly. Spoon the sabayon over the berries and place under the broiler until the sabayon is bubbly and golden, a minute or two. Place the gratin dishes on plates and serve immediately.