Finely chop the marzipan into small pieces to help it melt more easily into the mixture.
In a medium saucepan, combine the milk and heavy cream. Heat over low heat, being careful not to bring it to a boil.
Add the chopped marzipan and melt it into the warm milk and cream mixture, stirring constantly until smooth.
In a separate bowl, whisk the egg yolks and sugar together until pale and creamy.
Carefully pour a small amount of the warm marzipan mixture into the egg yolk and sugar mixture, whisking constantly to temper the eggs. Then, gradually add the rest of the marzipan mixture, continuing to whisk.
Pour the mixture back into the saucepan and cook over low heat until it thickens slightly (about 5-7 minutes). Stir constantly to prevent the eggs from curdling.
Remove from the heat and stir in the vanilla extract. Let it cool to room temperature.
Once cooled, refrigerate for at least 4 hours to chill thoroughly.
Pour the ice cream mixture into an ice cream maker and churn until creamy. If you don't have an ice cream maker, freeze the mixture, whisking it with a fork every hour to prevent ice crystals from forming.
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