Preheat oven to 375°.
Combine the Brussels sprouts and water in a medium saucepan, and bring to a boil. Cover, reduce heat, and simmer 5 minutes. Uncover sprouts, and cook 1 minute. Drain.
Melt margarine in a small saucepan over low heat; add flour, stirring with a whisk. Gradually add milk to saucepan. Bring to a boil; cook 3 minutes over medium heat or until thick and bubbly, stirring constantly. Stir in salt and pepper. Set aside.
Coat a 9-inch quiche or round baking dish with cooking spray. Pat rice into bottom of dish; arrange Brussels sprouts, stem sides down, on top of rice. Sprinkle Brussels sprouts with prosciutto; pour sauce over prosciutto. Combine breadcrumbs and cheese; sprinkle over sauce. Bake at 375° for 20 minutes or until lightly browned.