How else do you cook your Hollondaise sauce for the sparrow grass? :)

[F.; ad. L. balneum Mariæ (14th c.), lit. ‘the bath of Mary,’ so called, Littré thinks, from the gentleness of this method of heating.]

(See quot.)
1822 Kitchiner Cook's Oracle 398 ‘Bain-Marie’ is a flat vessel containing boiling water; you put all your stewpans into the water, and keep that water always very hot, but it must not boil. 1875 Ure Dict. Arts I. 280 Bain-marie, a vessel of water in which saucepans, etc. are placed to warm food, or to prepare it and some pharmaceutical preparations.

OED2