1.Take each prawn and thread it onto a skewer starting from the tail.
2.Roll each prawn in prosciutto so as to cover all the prawn. Store on cling wrap covered plate in the refrigerator until ready to use. The size of the slice of prosciutto will depend on the size of the prawns being used.
3.Cook the prawns on a medium hot flat plate, turning regularly for even cooking. When the top (head end) of the prawns is completely white, they are ready to eat.
4.To make rocket aioli, place garlic, salt and egg yolks and rocket into a food processor bowl and process for 30 seconds.
5.When mixture starts to thicken, slowly pour the oil down the feeder shoot. As it takes, you can add the oil a little more quickly until finished. Stir in lemon juice just before serving.
6.Serve prawns with rocket aioli on the side.