For the mustard sauce: Mix the mustard, mayo, honey, and liquid smoke in a small bowl until well combined. Taste and adjust any component, as desired.
Using a sharp knife, cut each slice of prosciutto to create 4 equal pieces. Wrap one of the cut pieces around the shrimp so that the prosciutto goes all the way around and wraps over itself to keep it in place. Once all the shrimp are wrapped, you can either pan-sear over med-high heat or broil on Hi for 4 to 5 minutes on each side to crisp the prosciutto. Once the prosciutto is crisp on both sides, remove from the oven and serve with the mustard sauce.
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