Cut each sheet into seven or eight strips.
Cut the prosciutto into strips that fit onto the pastry strips.
Twist the pastry to enclose the prosciutto.
Coil the strips into circular nest shapes. The prosciutto tends to pop out of the twist a bit but that makes them more interesting. Place on a tray lined with baking parchment.
Glaze with egg wash and sprinkle with some sesame seeds if desired, although, I do not bother with this.
Bake in a hot oven (200 deg C) until crispy and golden brown approximately 15 - 20 minutes.
Leave to cool for a few minutes before serving.