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If using frozen shrimp, make sure they're thawed first, then pat dry. Set aside. Line a baking sheet with parchment paper or aluminum foil, top with an oven safe cooling rack that's been lightly sprayed with cooking spray. Set aside.
In a large mixing bowl, add lemon zest, lemon juice, honey, parsley, paprika and pepper, whisking to combine well. Add shrimp to bowl and toss gently to coat. Preheat broiler to HIGH and position rack so the food will be approximately 5 inches from the heat.
Slice prosciutto slices in half across, then in half lengthwise, so each slice has 4 pieces. Wrap a piece of prosciutto around shrimp, securing with a toothpick. Place shrimp on prepared pan and repeat with remaining shrimp.
Broil 5-6 minutes, turning shrimp over once about 2-3 minutes in, until shrimp is cooked through and prosciutto is crisp.