Finely grate enough lemon rind to make ½ teaspoon and set aside. Halve the lemon; squeeze out ½ teaspoon of juice and set aside. Slice the remaining lemon.
In a large saucepan, pour 2 litres of water and the lemon slices and bring to the boil. Add the prawns, cook for about 2 minutes (until opaque), drain and cool under running water.
In a medium-sized bowl, combine oil and the reserved lemon rind and juice. Add the rocket and toss to combine.
To assemble: cut each slice of Parma ham crosswise in half; fold in half lengthways to make a 2.5cm wide strip. Place a rocket leaf and a prawn on each strip of ham.
Wrap the Parma ham strips around the rocket and prawn.
16 tiger prawns with tails, shelled and de-veined (insert a toothpick along the prawn during cooking to prevent it curling)
1 teaspoon olive oil
16 rocket leaves (each about 10cm long)
8 large, thin slices Parma ham