
Preheat oven to 425°F.
On a cutting board, slice the prosciutto into three long strips and then slice each of those strips in half. (You should have six long strips that are approximately 1-inch by 4-5 inches.) Wrap a piece of prosciutto around the body of a piece of shrimp, and lay it seam-side-down on a parchment-covered baking sheet. Repeat with the remaining shrimp and prosciutto.
Brush the melted butter onto the top of each shrimp. Season with a few generous pinches of salt and pepper.
Bake for 8-10 minutes, or until the shrimp are pink and opaque and the prosciutto is slightly crispy. Serve warm, with cocktail forks if desired.
Whisk all ingredients together until combined. Season with extra salt and pepper if desired, and serve warm.