Thaw the shrimp under cold water. Leaving the tail intact, remove the shell from the shrimp and devein. Place the shrimp in a large bowl and set aside. Whisk the garlic, olive oil, lemon juice, kosher salt and freshly ground black pepper in a small bowl. Reserve 1 ½ tablespoons of the olive oil and garlic mixture then pour the rest over the shrimp and stir. You can either leave in the bowl to marinate for about 30 minutes or transfer to a gallon size freezer bag to marinate in the fridge up to overnight.

Wrap each shrimp with ⅓ strip or so of prosciutto. Thread 4 wrapped shrimp on metal skewers or wooden skewers that have been soaked in water for about 10 minutes. Repeat with the remaining shrimp. Brush the shrimp with the 1 ½ tablespoons of reserved olive oil and garlic marinade.

Preheat an outdoor grill to high heat for about 10 minutes. Grill the shrimp for 2-3 minutes on each side or just until opaque. Serve hot or at room temperature.