Take out the fillets and thaw, but do not thaw all the way through. It’s much easier to thread the salmon onto the skewers when it’s still a bit frozen.
Soak the skewers in water for 10 minutes.
Preheat oven to 425˚F.
Line a baking sheet with parchment paper, or aluminum foil, and set a rack over the baking sheet. Set aside.
Take the almost thawed fillets and cut into long pieces; you’ll need 8 in total. I get 4 fillets - they each weigh about 4-ounces - and I cut each fillet, longwise, into two pieces.
Put skewers through each piece of salmon.
Wrap prosciutto around the salmon.
Brush olive oil over each prosciutto wrapped salmon and season with crack of black pepper. You can also add salt, but keep in mind that prosciutto is salt-cured, air dried ham.
Transfer prepared skewers to previously prepared baking sheet and place skewers on top of the rack.
Bake in the preheated oven for 10 to 12 minutes, or until salmon is cooked through and prosciutto is crispy.
Remove from oven and serve.