Dry the scallops thoroughly with paper towels — this is key for browning. Wrap each scallop with a strip of prosciutto, securing it with a toothpick if needed, and lightly pepper the outside. Skip the salt; the prosciutto is salty enough.
Heat a large skillet over medium-high heat and add the olive oil or butter. Place the scallops seam-side down and sear 1½–2 minutes per side, until the prosciutto is crisp and the scallops are just opaque and tender. Don’t overcrowd the pan — work in batches if needed.
Add a small squeeze of lemon juice right at the end, or drizzle lightly with balsamic glaze for a sweet-savory contrast.
Oven option (easy for groups): preheat the oven to 425°F (220°C). Place the wrapped scallops on a rack over a baking sheet and bake 10–12 minutes, then broil 1 minute to crisp the prosciutto.