Remove the muscle from the side of each scallop. Place in small bowl and toss with the 1 tablespoon of the oil, lemon zest and juice. Refrigerate for 1/2 hour.

Remove the scallops from the refrigerator and place each scallop on a piece of prosciutto and roll. Secure with a rosemary sprig.

Heat a 1/4 sheet pan in the oven for 5 minutes. Add the remaining 1 tablespoon of oil and heat for an additional 30 seconds. Remove the pan from the oven and add the scallops in a single layer. Cook for 8 to 10 minutes, turning once and rotating the pan occasionally. The internal temperature should be 125 degrees. (Be careful not to overcook scallop). Remove from oven and allow to rest for a few minutes. Serve drizzled with pan juices.