Preheat the oven (with one of its racks positioned in the center) to 250°F. Line a large rimmed baking sheet with parchment paper and set it aside.
Make the meringue: In a stand mixer fitted with the whip attachment, beat the egg whites on low speed until foamy. Add the cream of tartar, increase to medium speed, and continue beating until the whites reach soft peaks. With the mixer still running, gradually add sugar to the bowl one tablespoon at a time until there is about a tablespoon left. Stir the cornstarch into the remaining sugar and whisk to combine and then add the cornstarch-sugar mixture to the mixer to combine. (The meringue should be light and very glossy and should hold stiff peaks.)
Using a silicone spatula, turn the meringue out onto the center of the lined baking sheet. Using an offset spatula or the back of a large spoon, spread the meringue out into a 10-inch circle of even thickness. Transfer to the oven and bake for 1 hour and 30 minutes, then turn the oven off. Leave the pavlova in the oven until it has cooled completely, at least one and up to 24 hours.
Meanwhile, make the zabaglione: In a medium metal bowl, whisk together the egg yolks, sugar, and Marsala until thoroughly combined.
Bring two inches of water to a simmer in a medium pot. Position the bowl with the yolk mixture over the pot, taking care that the water does not come into contact with the bottom of the bowl. Cook, whisking vigorously and continuously, until the sauce turns pale yellow and very foamy and nearly triples in volume, 7–8 minutes. Remove the bowl from the heat and continue whisking for another minute. Use immediately, or divide between 6 dessert bowls and serve at room temperature.
Just before you plan to serve, assemble the pavlova: To a medium bowl, add the pineapple, black pepper, and lime zest and toss to combine. Transfer the cooled meringue to a large, flat plate. Using a large spoon, scoop the whipped cream over the meringue and smooth into an even layer. Pour the zabaglione over the top, then mound the pineapple mixture in the center and serve.