In a bowl, mix the marmalade, soy sauce, lemon juice, ginger, garlic and scallions. Add the shrimp and toss to coat. Lay a slice of prosciutto on a work surface and fold it in half lengthwise. Wrap the prosciutto around the middle third of 1 of the shrimp. Repeat with the remaining shrimp and prosciutto.
In a large skillet, heat the oil until shimmering. Add the shrimp and cook over moderate heat, turning once or twice, until golden and cooked through, about 8 minutes. Transfer to a plate and serve warm or at room temperature.
The shrimp can be kept at room temperature for up to 2 hours.