Combine orange marmalade, soy sauce, lemon juice, ginger, garlic, and scallions in a bowl.

Add shrimp to the bowl and toss to coat evenly.

Lay a slice of prosciutto on a work surface and fold it in half lengthwise.

Wrap the folded prosciutto around the middle of one shrimp.

Repeat the wrapping process with the remaining shrimp and prosciutto slices.

Heat vegetable oil in a large skillet over medium heat until shimmering.

Add the wrapped shrimp to the skillet and cook, turning occasionally, until golden brown and cooked through, about 8 minutes.

Transfer the cooked shrimp to a plate and serve warm or at room temperature.