1. Prepare the grill for direct cooking over medium heat (350° to 450°F).
2. Remove and discard the small, tough side muscle that might be left on each scallop. Lightly brush the scallops with the oil and season evenly with the salt and pepper.
3. Brush the cooking grates clean. Grill the prosciutto over direct medium heat, with the lid open, until the meat browns on the edges and turns crispy, 1 to 3 minutes, turning once or twice. Remove from the grill and let cool. Roughly chop the prosciutto into pieces.
4. Grill the scallops over direct medium heat, with the lid closed as much as possible, until just opaque in the center, 4 to 6 minutes, turning once or twice. Remove from the grill.
5. In a small saucepan over medium heat, warm the marinara sauce. To serve, divide the marinara sauce evenly among four plates. Arrange three scallops on top. Garnish with the chopped prosciutto and fresh herbs. Serve warm.