Remove the mozzarella sticks from their wrappers. Place them on a wax-paper-lined platter and freeze for at least four hours, and preferably overnight.
Preheat the oven to 400°F. Line a rimmed baking sheet with high-heat-resistant parchment paper.
Wrap each cheese stick in a prosciutto slice. As you wrap it around, the edges of the prosciutto will stick to each other so that it’s fairly neatly wrapped around the cheese.
Place the wrapped mozzarella sticks, seam side down, on the prepared baking sheet.
Bake until the cheese just starts to melt, for about 5 minutes. See notes below.
Serve hot or at room temperature.
Video
Notes
Please avoid using low-fat mozzarella.
Prosciutto is typically sliced very thinly, so some of the pieces might tear as you remove them from the package. Don't worry about it - those torn pieces are the chef's bonus - but it might be a good idea to get two packages, just in case. I find it easier to separate the slices if I remove the prosciutto to the counter 30 minutes before making the recipe.
If the cheese has spent an entire night in the freezer, it might need longer than 5 minutes in the oven to start melting - sometimes as long as 10 or even 15 minutes. But you should start checking after 5 minutes, just in case.
Please don't skip freezing the cheese. If the cheese is not completely frozen, it will quickly melt while baking, and you'll have cheesy puddles instead of a tasty snack.
You can keep the leftovers in an airtight container in the fridge for up to 5 days. Enjoy them cold, or reheat them very briefly, just a few seconds in the microwave.