Preheat oven to 350 degrees. Butterfly the prawns by splitting them down the middle of their backs to open them up. Season each prawn with salt and pepper.
Stuff each prawn with a piece of cheese and a piece of proscuitto. Gently fold prawns around stuffing. Roll up phyllo; using a sharp knife, cut into 1/2-inch thick pieces. Carefully unfold phyllo into long, thin strips. Wrap each prawn in 6 to 8 strips of phyllo and transfer to a baking tray; drizzle with olive oil.
Bake 12 minutes until crispy. To serve, spread a little cocktail sauce on 4 plates, top each with 3 stuffed prawns and sprinkle with parsley.
Yield: 4 servings
**For a main dish, double the recipe
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